ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 28-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	28-May-2012	Change	Change %	Previous Week
Open	761.4	762.4	1.0	0.1%	746.8
High	762.8	765.0	2.2	0.3%	763.8
Low	760.9	762.4	1.5	0.2%	742.5
Close	760.9	760.9	0.0	0.0%	760.9
Range	1.9	2.6	0.7	36.8%	21.3
ATR	9.0	8.6	-0.3	-3.9%	0.0
Volume	14	3	-11	-78.6%	100

Daily Pivots for day following 28-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	770.5	768.3	762.3
R3	768.0	765.8	761.5
R2	765.3	765.3	761.5
R1	763.3	763.3	761.3	763.0
PP	762.8	762.8	762.8	762.8
S1	760.5	760.5	760.8	760.3
S2	760.3	760.3	760.5
S3	757.5	758.0	760.3
S4	755.0	755.3	759.5

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	765.0	743.6	21.4	2.8%	7.5	1.0%	81%	True	False	19
10	778.7	740.0	38.7	5.1%	9.0	1.2%	54%	False	False	55
20	808.2	740.0	68.2	9.0%	5.8	0.8%	31%	False	False	29

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	776.0
2.618	771.8
1.618	769.3
1.000	767.5
0.618	766.5
HIGH	765.0
0.618	764.0
0.500	763.8
0.382	763.5
LOW	762.5
0.618	760.8
1.000	759.8
1.618	758.3
2.618	755.5
4.250	751.3

Fisher Pivots for day following 28-May-2012
Pivot	1 day	3 day
R1	763.8	760.5
PP	762.8	760.0
S1	761.8	759.8

Download as Excel Spreadsheet

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

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