ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 25-May-2012

Day Change Summary
	Previous	Current
	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	755.9	761.4	5.5	0.7%	746.8
High	763.0	762.8	-0.2	0.0%	763.8
Low	754.3	760.9	6.6	0.9%	742.5
Close	764.3	760.9	-3.4	-0.4%	760.9
Range	8.7	1.9	-6.8	-78.2%	21.3
ATR	9.4	9.0	-0.4	-4.6%	0.0
Volume	14	14	0	0.0%	100

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	767.3	766.0	762.0
R3	765.3	764.0	761.5
R2	763.5	763.5	761.3
R1	762.3	762.3	761.0	761.8
PP	761.5	761.5	761.5	761.5
S1	760.3	760.3	760.8	760.0
S2	759.8	759.8	760.5
S3	757.8	758.3	760.5
S4	755.8	756.5	759.8

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	819.8	811.5	772.5
R3	798.3	790.3	766.8
R2	777.0	777.0	764.8
R1	769.0	769.0	762.8	773.0
PP	755.8	755.8	755.8	757.8
S1	747.8	747.8	759.0	751.8
S2	734.5	734.5	757.0
S3	713.3	726.3	755.0
S4	691.8	705.0	749.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	763.8	742.5	21.3	2.8%	7.8	1.0%	86%	False	False	20
10	784.2	740.0	44.2	5.8%	9.3	1.2%	47%	False	False	55
20	825.1	740.0	85.1	11.2%	6.3	0.8%	25%	False	False	30

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	771.0
2.618	767.8
1.618	765.8
1.000	764.8
0.618	764.0
HIGH	762.8
0.618	762.0
0.500	761.8
0.382	761.8
LOW	761.0
0.618	759.8
1.000	759.0
1.618	757.8
2.618	756.0
4.250	752.8

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	761.8	758.3
PP	761.5	755.8
S1	761.3	753.3

Download as Excel Spreadsheet

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

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