ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	837.9	836.2	-1.7	-0.2%	807.7
High	839.4	840.0	0.6	0.1%	839.4
Low	834.5	833.2	-1.3	-0.2%	801.8
Close	838.8	833.2	-5.6	-0.7%	838.8
Range	4.9	6.8	1.9	38.8%	37.6
ATR	8.3	8.2	-0.1	-1.3%	0.0
Volume	81	3,309	3,228	3,985.2%	3,397

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	855.8	851.3	837.0
R3	849.0	844.5	835.0
R2	842.3	842.3	834.5
R1	837.8	837.8	833.8	836.5
PP	835.5	835.5	835.5	835.0
S1	831.0	831.0	832.5	829.8
S2	828.8	828.8	832.0
S3	821.8	824.3	831.3
S4	815.0	817.3	829.5

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	939.5	926.8	859.5
R3	901.8	889.3	849.3
R2	864.3	864.3	845.8
R1	851.5	851.5	842.3	858.0
PP	826.8	826.8	826.8	829.8
S1	814.0	814.0	835.3	820.3
S2	789.0	789.0	832.0
S3	751.5	776.3	828.5
S4	713.8	738.8	818.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	840.0	801.8	38.2	4.6%	9.8	1.2%	82%	True	False	1,341
10	840.0	799.2	40.8	4.9%	8.8	1.0%	83%	True	False	709
20	840.0	788.0	52.0	6.2%	6.0	0.7%	87%	True	False	387
40	840.0	759.8	80.2	9.6%	3.8	0.4%	92%	True	False	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	869.0
2.618	857.8
1.618	851.0
1.000	846.8
0.618	844.3
HIGH	840.0
0.618	837.5
0.500	836.5
0.382	835.8
LOW	833.3
0.618	829.0
1.000	826.5
1.618	822.3
2.618	815.5
4.250	804.3

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	836.5	832.0
PP	835.5	831.0
S1	834.3	830.0

Download as Excel Spreadsheet

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

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