ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	785.0	784.2	-0.8	-0.1%	787.0
High	786.1	784.2	-1.9	-0.2%	789.3
Low	783.9	777.8	-6.1	-0.8%	776.1
Close	784.2	771.4	-12.8	-1.6%	784.2
Range	2.2	6.4	4.2	190.9%	13.2
ATR	8.0	7.9	-0.1	-1.4%	0.0
Volume	4	3	-1	-25.0%	14

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	797.0	790.5	775.0
R3	790.5	784.3	773.3
R2	784.3	784.3	772.5
R1	777.8	777.8	772.0	777.8
PP	777.8	777.8	777.8	777.8
S1	771.5	771.5	770.8	771.5
S2	771.5	771.5	770.3
S3	765.0	765.0	769.8
S4	758.5	758.5	768.0

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	822.8	816.8	791.5
R3	809.5	803.5	787.8
R2	796.5	796.5	786.5
R1	790.3	790.3	785.5	786.8
PP	783.3	783.3	783.3	781.5
S1	777.0	777.0	783.0	773.5
S2	770.0	770.0	781.8
S3	756.8	764.0	780.5
S4	743.5	750.8	777.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	788.4	776.1	12.3	1.6%	4.0	0.5%	-38%	False	False	3
10	808.2	776.1	32.1	4.2%	2.8	0.4%	-15%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	811.5
2.618	801.0
1.618	794.5
1.000	790.5
0.618	788.3
HIGH	784.3
0.618	781.8
0.500	781.0
0.382	780.3
LOW	777.8
0.618	773.8
1.000	771.5
1.618	767.5
2.618	761.0
4.250	750.5

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	781.0	783.0
PP	777.8	779.3
S1	774.5	775.3

Download as Excel Spreadsheet

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

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