ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	784.2	774.5	-9.7	-1.2%	787.0
High	784.2	775.1	-9.1	-1.2%	789.3
Low	777.8	774.5	-3.3	-0.4%	776.1
Close	771.4	771.9	0.5	0.1%	784.2
Range	6.4	0.6	-5.8	-90.6%	13.2
ATR	7.9	7.6	-0.3	-3.8%	0.0
Volume	3	8	5	166.7%	14

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	775.8	774.3	772.3
R3	775.0	773.8	772.0
R2	774.5	774.5	772.0
R1	773.3	773.3	772.0	773.5
PP	773.8	773.8	773.8	774.0
S1	772.5	772.5	771.8	773.0
S2	773.3	773.3	771.8
S3	772.8	772.0	771.8
S4	772.0	771.3	771.5

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	774.5	13.9	1.8%	4.0	0.5%	-19%	False	True	4
10	806.0	774.5	31.5	4.1%	2.8	0.4%	-8%	False	True	3
20	825.1	774.5	50.6	6.6%	3.5	0.5%	-5%	False	True	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	777.8
2.618	776.8
1.618	776.0
1.000	775.8
0.618	775.5
HIGH	775.0
0.618	774.8
0.500	774.8
0.382	774.8
LOW	774.5
0.618	774.3
1.000	774.0
1.618	773.5
2.618	773.0
4.250	772.0

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	774.8	780.3
PP	773.8	777.5
S1	772.8	774.8

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

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