ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	807.7	815.9	8.2	1.0%	802.8
High	818.8	819.8	1.0	0.1%	814.9
Low	801.8	814.3	12.5	1.6%	799.2
Close	818.8	817.0	-1.8	-0.2%	806.9
Range	17.0	5.5	-11.5	-67.6%	15.7
ATR	7.8	7.6	-0.2	-2.1%	0.0
Volume	1,165	496	-669	-57.4%	384

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	833.5	830.8	820.0
R3	828.0	825.3	818.5
R2	822.5	822.5	818.0
R1	819.8	819.8	817.5	821.3
PP	817.0	817.0	817.0	817.8
S1	814.3	814.3	816.5	815.8
S2	811.5	811.5	816.0
S3	806.0	808.8	815.5
S4	800.5	803.3	814.0

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	854.0	846.3	815.5
R3	838.5	830.5	811.3
R2	822.8	822.8	809.8
R1	814.8	814.8	808.3	818.8
PP	807.0	807.0	807.0	809.0
S1	799.0	799.0	805.5	803.0
S2	791.3	791.3	804.0
S3	775.5	783.5	802.5
S4	760.0	767.8	798.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	819.8	799.2	20.6	2.5%	9.5	1.2%	86%	True	False	387
10	819.8	798.0	21.8	2.7%	7.5	0.9%	87%	True	False	208
20	819.8	788.0	31.8	3.9%	5.3	0.6%	91%	True	False	135
40	819.8	759.8	60.0	7.3%	3.0	0.4%	95%	True	False	152

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	1.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	843.3
2.618	834.3
1.618	828.8
1.000	825.3
0.618	823.3
HIGH	819.8
0.618	817.8
0.500	817.0
0.382	816.5
LOW	814.3
0.618	811.0
1.000	808.8
1.618	805.5
2.618	800.0
4.250	791.0

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	817.0	814.5
PP	817.0	812.0
S1	817.0	809.5

Download as Excel Spreadsheet

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

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