ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	776.1	787.9	11.8	1.5%	825.1
High	785.5	788.4	2.9	0.4%	825.1
Low	776.1	786.4	10.3	1.3%	782.7
Close	781.7	787.6	5.9	0.8%	782.7
Range	9.4	2.0	-7.4	-78.7%	42.4
ATR	8.4	8.3	-0.1	-1.5%	0.0
Volume	2	4	2	100.0%	44

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	793.5	792.5	788.8
R3	791.5	790.5	788.3
R2	789.5	789.5	788.0
R1	788.5	788.5	787.8	788.0
PP	787.5	787.5	787.5	787.3
S1	786.5	786.5	787.5	786.0
S2	785.5	785.5	787.3
S3	783.5	784.5	787.0
S4	781.5	782.5	786.5

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	789.3	776.1	13.2	1.7%	2.8	0.3%	87%	False	False	2
10	825.1	776.1	49.0	6.2%	3.5	0.5%	23%	False	False	5

Crabel Price Patterns
NR	True
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	0.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	797.0
2.618	793.8
1.618	791.8
1.000	790.5
0.618	789.8
HIGH	788.5
0.618	787.8
0.500	787.5
0.382	787.3
LOW	786.5
0.618	785.3
1.000	784.5
1.618	783.3
2.618	781.3
4.250	778.0

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	787.5	785.8
PP	787.5	784.0
S1	787.5	782.3

Download as Excel Spreadsheet

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

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