ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	746.8	763.8	17.0	2.3%	784.2
High	746.8	763.8	17.0	2.3%	784.2
Low	742.5	758.0	15.5	2.1%	740.0
Close	758.0	753.4	-4.6	-0.6%	740.2
Range	4.3	5.8	1.5	34.9%	44.2
ATR	9.0	8.8	-0.2	-2.6%	0.0
Volume	6	3	-3	-50.0%	450

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	775.8	770.5	756.5
R3	770.0	764.5	755.0
R2	764.3	764.3	754.5
R1	758.8	758.8	754.0	758.5
PP	758.5	758.5	758.5	758.3
S1	753.0	753.0	752.8	752.8
S2	752.5	752.5	752.3
S3	746.8	747.3	751.8
S4	741.0	741.5	750.3

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%	11.5	1.5%	35%	False	False	89
10	788.4	740.0	48.4	6.4%	7.8	1.0%	28%	False	False	46
20	825.1	740.0	85.1	11.3%	6.0	0.8%	16%	False	False	26

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 2 trading days

Fibonacci Retracements and Extensions
4.250	788.5
2.618	779.0
1.618	773.3
1.000	769.5
0.618	767.5
HIGH	763.8
0.618	761.5
0.500	761.0
0.382	760.3
LOW	758.0
0.618	754.5
1.000	752.3
1.618	748.5
2.618	742.8
4.250	733.3

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	761.0	753.0
PP	758.5	752.5
S1	756.0	752.0

Download as Excel Spreadsheet

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

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