ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	738.0	743.5	5.5	0.7%	674.9
High	749.0	748.1	-0.9	-0.1%	741.2
Low	729.1	736.4	7.3	1.0%	674.9
Close	743.5	739.7	-3.8	-0.5%	729.1
Range	19.9	11.7	-8.2	-41.2%	66.3
ATR	16.2	15.9	-0.3	-2.0%	0.0
Volume	9,128	6,078	-3,050	-33.4%	4,078

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	776.5	769.8	746.3
R3	764.8	758.0	743.0
R2	753.0	753.0	741.8
R1	746.5	746.5	740.8	744.0
PP	741.5	741.5	741.5	740.3
S1	734.8	734.8	738.8	732.3
S2	729.8	729.8	737.5
S3	718.0	723.0	736.5
S4	706.3	711.3	733.3

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	914.0	887.8	765.5
R3	847.8	821.5	747.3
R2	781.3	781.3	741.3
R1	755.3	755.3	735.3	768.3
PP	715.0	715.0	715.0	721.5
S1	689.0	689.0	723.0	702.0
S2	648.8	648.8	717.0
S3	582.5	622.8	710.8
S4	516.3	556.3	692.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	749.0	689.5	59.5	8.0%	19.5	2.6%	84%	False	False	3,830
10	749.0	669.1	79.9	10.8%	14.8	2.0%	88%	False	False	1,956
20	749.0	669.1	79.9	10.8%	12.8	1.7%	88%	False	False	1,088
40	765.1	669.1	96.0	13.0%	9.5	1.3%	74%	False	False	561

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	797.8
2.618	778.8
1.618	767.0
1.000	759.8
0.618	755.3
HIGH	748.0
0.618	743.8
0.500	742.3
0.382	740.8
LOW	736.5
0.618	729.3
1.000	724.8
1.618	717.5
2.618	705.8
4.250	686.8

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	742.3	739.5
PP	741.5	739.3
S1	740.5	739.0

Download as Excel Spreadsheet

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

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