ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	830.7	837.0	6.3	0.8%	807.7
High	841.4	842.9	1.5	0.2%	839.4
Low	829.6	834.8	5.2	0.6%	801.8
Close	835.4	842.4	7.0	0.8%	838.8
Range	11.8	8.1	-3.7	-31.4%	37.6
ATR	8.4	8.4	0.0	-0.3%	0.0
Volume	11,081	44,607	33,526	302.6%	3,397

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	864.3	861.5	846.8
R3	856.3	853.3	844.8
R2	848.3	848.3	844.0
R1	845.3	845.3	843.3	846.8
PP	840.0	840.0	840.0	840.8
S1	837.3	837.3	841.8	838.5
S2	832.0	832.0	841.0
S3	823.8	829.0	840.3
S4	815.8	821.0	838.0

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	842.9	819.9	23.0	2.7%	9.3	1.1%	98%	True	False	12,146
10	842.9	799.2	43.7	5.2%	9.5	1.1%	99%	True	False	6,267
20	842.9	795.4	47.5	5.6%	6.8	0.8%	99%	True	False	3,170
40	842.9	759.8	83.1	9.9%	4.3	0.5%	99%	True	False	1,665

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	2.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	877.3
2.618	864.0
1.618	856.0
1.000	851.0
0.618	848.0
HIGH	843.0
0.618	839.8
0.500	838.8
0.382	838.0
LOW	834.8
0.618	829.8
1.000	826.8
1.618	821.8
2.618	813.5
4.250	800.5

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	841.3	840.3
PP	840.0	838.3
S1	838.8	836.3

Download as Excel Spreadsheet

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

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