ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	637.9	600.0	-37.9	-5.9%	658.3
High	637.9	600.0	-37.9	-5.9%	673.2
Low	637.9	600.0	-37.9	-5.9%	637.9
Close	637.9	600.6	-37.3	-5.8%	637.9
Range
ATR	0.0	15.4	15.4		0.0
Volume	23	1	-22	-95.7%	142

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	600.3	600.5	600.5
R3	600.3	600.5	600.5
R2	600.3	600.3	600.5
R1	600.5	600.5	600.5	600.3
PP	600.3	600.3	600.3	600.3
S1	600.5	600.5	600.5	600.3
S2	600.3	600.3	600.5
S3	600.3	600.5	600.5
S4	600.3	600.5	600.5

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	755.5	732.0	657.3
R3	720.3	696.8	647.5
R2	685.0	685.0	644.3
R1	661.5	661.5	641.3	655.5
PP	649.8	649.8	649.8	646.8
S1	626.3	626.3	634.8	620.3
S2	614.3	614.3	631.5
S3	579.0	590.8	628.3
S4	543.8	555.5	618.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	673.2	600.0	73.2	12.2%	1.0	0.2%	1%	False	True	19
10	704.2	600.0	104.2	17.3%	1.3	0.2%	1%	False	True	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3

Fibonacci Retracements and Extensions
4.250	600.0
2.618	600.0
1.618	600.0
1.000	600.0
0.618	600.0
HIGH	600.0
0.618	600.0
0.500	600.0
0.382	600.0
LOW	600.0
0.618	600.0
1.000	600.0
1.618	600.0
2.618	600.0
4.250	600.0

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	600.5	627.5
PP	600.3	618.5
S1	600.0	609.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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