ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	748.1	755.9	7.8	1.0%	784.2
High	761.7	763.0	1.3	0.2%	784.2
Low	743.6	754.3	10.7	1.4%	740.0
Close	759.5	764.3	4.8	0.6%	740.2
Range	18.1	8.7	-9.4	-51.9%	44.2
ATR	9.5	9.4	-0.1	-0.6%	0.0
Volume	63	14	-49	-77.8%	450

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	786.8	784.3	769.0
R3	778.0	775.5	766.8
R2	769.3	769.3	766.0
R1	766.8	766.8	765.0	768.0
PP	760.5	760.5	760.5	761.3
S1	758.0	758.0	763.5	759.3
S2	751.8	751.8	762.8
S3	743.3	749.3	762.0
S4	734.5	740.8	759.5

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	763.8	740.0	23.8	3.1%	10.3	1.3%	102%	False	False	50
10	786.1	740.0	46.1	6.0%	9.3	1.2%	53%	False	False	54
20	825.1	740.0	85.1	11.1%	6.5	0.8%	29%	False	False	29

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	0.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	800.0
2.618	785.8
1.618	777.0
1.000	771.8
0.618	768.5
HIGH	763.0
0.618	759.8
0.500	758.8
0.382	757.5
LOW	754.3
0.618	749.0
1.000	745.5
1.618	740.3
2.618	731.5
4.250	717.3

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	762.5	760.8
PP	760.5	757.3
S1	758.8	753.8

Download as Excel Spreadsheet

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

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