ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	842.4	852.7	10.3	1.2%	836.2
High	857.5	865.4	7.9	0.9%	865.4
Low	837.8	852.7	14.9	1.8%	829.6
Close	852.0	861.5	9.5	1.1%	861.5
Range	19.7	12.7	-7.0	-35.5%	35.8
ATR	9.2	9.5	0.3	3.3%	0.0
Volume	121,342	168,805	47,463	39.1%	349,144

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	898.0	892.5	868.5
R3	885.3	879.8	865.0
R2	872.5	872.5	863.8
R1	867.0	867.0	862.8	869.8
PP	859.8	859.8	859.8	861.3
S1	854.3	854.3	860.3	857.0
S2	847.3	847.3	859.3
S3	834.5	841.8	858.0
S4	821.8	829.0	854.5

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	959.5	946.3	881.3
R3	923.8	910.5	871.3
R2	888.0	888.0	868.0
R1	874.8	874.8	864.8	881.3
PP	852.3	852.3	852.3	855.5
S1	839.0	839.0	858.3	845.5
S2	816.3	816.3	855.0
S3	780.5	803.3	851.8
S4	744.8	767.3	841.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.4	829.6	35.8	4.2%	11.8	1.4%	89%	True	False	69,828
10	865.4	799.2	66.2	7.7%	11.5	1.3%	94%	True	False	35,268
20	865.4	798.0	67.4	7.8%	8.0	0.9%	94%	True	False	17,678
40	865.4	759.8	105.6	12.3%	5.0	0.6%	96%	True	False	8,869

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	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	919.5
2.618	898.8
1.618	886.0
1.000	878.0
0.618	873.3
HIGH	865.5
0.618	860.5
0.500	859.0
0.382	857.5
LOW	852.8
0.618	844.8
1.000	840.0
1.618	832.3
2.618	819.5
4.250	798.8

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	860.8	857.8
PP	859.8	854.0
S1	859.0	850.0

Download as Excel Spreadsheet

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

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