ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	754.0	746.8	-7.2	-1.0%	784.2
High	754.0	746.8	-7.2	-1.0%	784.2
Low	740.0	742.5	2.5	0.3%	740.0
Close	740.2	758.0	17.8	2.4%	740.2
Range	14.0	4.3	-9.7	-69.3%	44.2
ATR	9.2	9.0	-0.2	-2.0%	0.0
Volume	168	6	-162	-96.4%	450

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	762.0	764.3	760.3
R3	757.8	760.0	759.3
R2	753.5	753.5	758.8
R1	755.8	755.8	758.5	754.5
PP	749.0	749.0	749.0	748.5
S1	751.5	751.5	757.5	750.3
S2	744.8	744.8	757.3
S3	740.5	747.0	756.8
S4	736.3	742.8	755.8

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	778.7	740.0	38.7	5.1%	10.5	1.4%	47%	False	False	90
10	788.4	740.0	48.4	6.4%	7.3	1.0%	37%	False	False	46
20	825.1	740.0	85.1	11.2%	5.8	0.7%	21%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	765.0
2.618	758.0
1.618	753.8
1.000	751.0
0.618	749.5
HIGH	746.8
0.618	745.3
0.500	744.8
0.382	744.3
LOW	742.5
0.618	739.8
1.000	738.3
1.618	735.5
2.618	731.3
4.250	724.3

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	753.5	757.5
PP	749.0	757.0
S1	744.8	756.3

Download as Excel Spreadsheet

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

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