ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 18-May-2012

Day Change Summary
	Previous	Current
	17-May-2012	18-May-2012	Change	Change %	Previous Week
Open	772.7	754.0	-18.7	-2.4%	784.2
High	772.7	754.0	-18.7	-2.4%	784.2
Low	749.0	740.0	-9.0	-1.2%	740.0
Close	747.4	740.2	-7.2	-1.0%	740.2
Range	23.7	14.0	-9.7	-40.9%	44.2
ATR	8.9	9.2	0.4	4.1%	0.0
Volume	168	168	0	0.0%	450

Daily Pivots for day following 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	786.8	777.5	748.0
R3	772.8	763.5	744.0
R2	758.8	758.8	742.8
R1	749.5	749.5	741.5	747.0
PP	744.8	744.8	744.8	743.5
S1	735.5	735.5	739.0	733.0
S2	730.8	730.8	737.8
S3	716.8	721.5	736.3
S4	702.8	707.5	732.5

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	887.5	858.0	764.5
R3	843.3	813.8	752.3
R2	799.0	799.0	748.3
R1	769.5	769.5	744.3	762.3
PP	754.8	754.8	754.8	751.0
S1	725.5	725.5	736.3	718.0
S2	710.5	710.5	732.0
S3	666.5	681.3	728.0
S4	622.3	637.0	716.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	784.2	740.0	44.2	6.0%	11.0	1.5%	0%	False	True	90
10	789.3	740.0	49.3	6.7%	7.0	0.9%	0%	False	True	46
20	825.1	740.0	85.1	11.5%	5.5	0.7%	0%	False	True	26

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	0.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	813.5
2.618	790.8
1.618	776.8
1.000	768.0
0.618	762.8
HIGH	754.0
0.618	748.8
0.500	747.0
0.382	745.3
LOW	740.0
0.618	731.3
1.000	726.0
1.618	717.3
2.618	703.3
4.250	680.5

Fisher Pivots for day following 18-May-2012
Pivot	1 day	3 day
R1	747.0	759.3
PP	744.8	753.0
S1	742.5	746.5

Download as Excel Spreadsheet

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

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