ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	837.0	842.4	5.4	0.6%	807.7
High	842.9	857.5	14.6	1.7%	839.4
Low	834.8	837.8	3.0	0.4%	801.8
Close	842.4	852.0	9.6	1.1%	838.8
Range	8.1	19.7	11.6	143.2%	37.6
ATR	8.4	9.2	0.8	9.6%	0.0
Volume	44,607	121,342	76,735	172.0%	3,397

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	908.3	899.8	862.8
R3	888.5	880.0	857.5
R2	868.8	868.8	855.5
R1	860.5	860.5	853.8	864.5
PP	849.0	849.0	849.0	851.3
S1	840.8	840.8	850.3	845.0
S2	829.5	829.5	848.5
S3	809.8	821.0	846.5
S4	790.0	801.3	841.3

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	857.5	829.6	27.9	3.3%	10.3	1.2%	80%	True	False	36,084
10	857.5	799.2	58.3	6.8%	10.8	1.3%	91%	True	False	18,398
20	857.5	798.0	59.5	7.0%	7.8	0.9%	91%	True	False	9,238
40	857.5	759.8	97.7	11.5%	4.8	0.5%	94%	True	False	4,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	941.3
2.618	909.0
1.618	889.3
1.000	877.3
0.618	869.8
HIGH	857.5
0.618	850.0
0.500	847.8
0.382	845.3
LOW	837.8
0.618	825.8
1.000	818.0
1.618	806.0
2.618	786.3
4.250	754.0

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	850.5	849.3
PP	849.0	846.3
S1	847.8	843.5

Download as Excel Spreadsheet

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

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