ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	774.5	769.0	-5.5	-0.7%	787.0
High	775.1	778.7	3.6	0.5%	789.3
Low	774.5	769.0	-5.5	-0.7%	776.1
Close	771.9	765.4	-6.5	-0.8%	784.2
Range	0.6	9.7	9.1	1,516.7%	13.2
ATR	7.6	7.7	0.2	2.0%	0.0
Volume	8	103	95	1,187.5%	14

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	800.3	792.5	770.8
R3	790.5	782.8	768.0
R2	780.8	780.8	767.3
R1	773.0	773.0	766.3	772.0
PP	771.0	771.0	771.0	770.5
S1	763.3	763.3	764.5	762.3
S2	761.3	761.3	763.5
S3	751.8	753.8	762.8
S4	742.0	744.0	760.0

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	769.0	19.4	2.5%	4.3	0.5%	-19%	False	True	24
10	800.0	769.0	31.0	4.1%	3.3	0.4%	-12%	False	True	13
20	825.1	769.0	56.1	7.3%	4.0	0.5%	-6%	False	True	10

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	0.2
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	820.0
2.618	804.0
1.618	794.5
1.000	788.5
0.618	784.8
HIGH	778.8
0.618	775.0
0.500	773.8
0.382	772.8
LOW	769.0
0.618	763.0
1.000	759.3
1.618	753.3
2.618	743.5
4.250	727.8

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	773.8	776.5
PP	771.0	772.8
S1	768.3	769.3

Download as Excel Spreadsheet

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

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