ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	852.7	861.5	8.8	1.0%	836.2
High	865.4	861.5	-3.9	-0.5%	865.4
Low	852.7	851.5	-1.2	-0.1%	829.6
Close	861.5	855.7	-5.8	-0.7%	861.5
Range	12.7	10.0	-2.7	-21.3%	35.8
ATR	9.5	9.5	0.0	0.4%	0.0
Volume	168,805	176,650	7,845	4.6%	349,144

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	886.3	881.0	861.3
R3	876.3	871.0	858.5
R2	866.3	866.3	857.5
R1	861.0	861.0	856.5	858.5
PP	856.3	856.3	856.3	855.0
S1	851.0	851.0	854.8	848.5
S2	846.3	846.3	853.8
S3	836.3	841.0	853.0
S4	826.3	831.0	850.3

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%	12.5	1.5%	73%	False	False	104,497
10	865.4	801.8	63.6	7.4%	11.3	1.3%	85%	False	False	52,919
20	865.4	798.0	67.4	7.9%	8.5	1.0%	86%	False	False	26,510
40	865.4	759.8	105.6	12.3%	5.3	0.6%	91%	False	False	13,260

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	2.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	904.0
2.618	887.8
1.618	877.8
1.000	871.5
0.618	867.8
HIGH	861.5
0.618	857.8
0.500	856.5
0.382	855.3
LOW	851.5
0.618	845.3
1.000	841.5
1.618	835.3
2.618	825.3
4.250	809.0

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	856.5	854.3
PP	856.3	853.0
S1	856.0	851.5

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

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