ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 09-May-2012

Day Change Summary
	Previous	Current
	08-May-2012	09-May-2012	Change	Change %	Previous Week
Open	780.0	776.1	-3.9	-0.5%	825.1
High	780.0	785.5	5.5	0.7%	825.1
Low	780.0	776.1	-3.9	-0.5%	782.7
Close	786.7	781.7	-5.0	-0.6%	782.7
Range	0.0	9.4	9.4		42.4
ATR	8.3	8.4	0.2	2.0%	0.0
Volume	2	2	0	0.0%	44

Daily Pivots for day following 09-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	809.3	805.0	786.8
R3	800.0	795.5	784.3
R2	790.5	790.5	783.5
R1	786.0	786.0	782.5	788.3
PP	781.0	781.0	781.0	782.3
S1	776.8	776.8	780.8	779.0
S2	771.8	771.8	780.0
S3	762.3	767.3	779.0
S4	753.0	758.0	776.5

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	800.0	776.1	23.9	3.1%	2.3	0.3%	23%	False	True	1
10	825.1	776.1	49.0	6.3%	4.0	0.5%	11%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	825.5
2.618	810.0
1.618	800.8
1.000	795.0
0.618	791.3
HIGH	785.5
0.618	782.0
0.500	780.8
0.382	779.8
LOW	776.0
0.618	770.3
1.000	766.8
1.618	761.0
2.618	751.5
4.250	736.3

Fisher Pivots for day following 09-May-2012
Pivot	1 day	3 day
R1	781.5	782.8
PP	781.0	782.3
S1	780.8	782.0

Download as Excel Spreadsheet

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

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