ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	765.0	757.4	-7.6	-1.0%	746.8
High	772.0	760.5	-11.5	-1.5%	763.8
Low	756.8	745.7	-11.1	-1.5%	742.5
Close	755.4	756.9	1.5	0.2%	760.9
Range	15.2	14.8	-0.4	-2.6%	21.3
ATR	9.5	9.9	0.4	4.0%	0.0
Volume	19	226	207	1,089.5%	100

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	798.8	792.8	765.0
R3	784.0	777.8	761.0
R2	769.3	769.3	759.5
R1	763.0	763.0	758.3	758.8
PP	754.3	754.3	754.3	752.3
S1	748.3	748.3	755.5	744.0
S2	739.5	739.5	754.3
S3	724.8	733.5	752.8
S4	710.0	718.8	748.8

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	773.8	745.7	28.1	3.7%	9.8	1.3%	40%	False	True	54
10	773.8	740.0	33.8	4.5%	10.0	1.3%	50%	False	False	52
20	789.3	740.0	49.3	6.5%	7.8	1.0%	34%	False	False	41

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	1.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	823.5
2.618	799.3
1.618	784.5
1.000	775.3
0.618	769.8
HIGH	760.5
0.618	754.8
0.500	753.0
0.382	751.3
LOW	745.8
0.618	736.5
1.000	731.0
1.618	721.8
2.618	707.0
4.250	682.8

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	755.8	759.8
PP	754.3	758.8
S1	753.0	757.8

Download as Excel Spreadsheet

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

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