ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	800.0	782.7	-17.3	-2.2%	825.1
High	800.0	782.7	-17.3	-2.2%	825.1
Low	800.0	782.7	-17.3	-2.2%	782.7
Close	800.3	782.7	-17.6	-2.2%	782.7
Range
ATR	0.0	8.3	8.3		0.0
Volume	1	1	0	0.0%	44

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	782.8	782.8	782.8
R3	782.8	782.8	782.8
R2	782.8	782.8	782.8
R1	782.8	782.8	782.8	782.8
PP	782.8	782.8	782.8	782.8
S1	782.8	782.8	782.8	782.8
S2	782.8	782.8	782.8
S3	782.8	782.8	782.8
S4	782.8	782.8	782.8

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	924.0	895.8	806.0
R3	881.8	853.3	794.3
R2	839.3	839.3	790.5
R1	811.0	811.0	786.5	804.0
PP	796.8	796.8	796.8	793.3
S1	768.5	768.5	778.8	761.5
S2	754.5	754.5	775.0
S3	712.0	726.3	771.0
S4	669.8	683.8	759.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	825.1	782.7	42.4	5.4%	3.5	0.4%	0%	False	True	8
10	825.1	782.7	42.4	5.4%	4.0	0.5%	0%	False	True	6

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	0.0

Fibonacci Retracements and Extensions
4.250	782.8
2.618	782.8
1.618	782.8
1.000	782.8
0.618	782.8
HIGH	782.8
0.618	782.8
0.500	782.8
0.382	782.8
LOW	782.8
0.618	782.8
1.000	782.8
1.618	782.8
2.618	782.8
4.250	782.8

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	782.8	794.3
PP	782.8	790.5
S1	782.8	786.5

Download as Excel Spreadsheet

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

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