ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	861.5	855.9	-5.6	-0.7%	836.2
High	861.5	857.1	-4.4	-0.5%	865.4
Low	851.5	849.4	-2.1	-0.2%	829.6
Close	855.7	853.8	-1.9	-0.2%	861.5
Range	10.0	7.7	-2.3	-23.0%	35.8
ATR	9.5	9.4	-0.1	-1.4%	0.0
Volume	176,650	133,631	-43,019	-24.4%	349,144

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	876.5	872.8	858.0
R3	868.8	865.3	856.0
R2	861.3	861.3	855.3
R1	857.5	857.5	854.5	855.5
PP	853.5	853.5	853.5	852.5
S1	849.8	849.8	853.0	847.8
S2	845.8	845.8	852.5
S3	838.0	842.0	851.8
S4	830.3	834.3	849.5

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	834.8	30.6	3.6%	11.8	1.4%	62%	False	False	129,007
10	865.4	814.3	51.1	6.0%	10.3	1.2%	77%	False	False	66,165
20	865.4	798.0	67.4	7.9%	8.8	1.0%	83%	False	False	33,190
40	865.4	759.8	105.6	12.4%	5.5	0.6%	89%	False	False	16,601

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	889.8
2.618	877.3
1.618	869.5
1.000	864.8
0.618	861.8
HIGH	857.0
0.618	854.3
0.500	853.3
0.382	852.3
LOW	849.5
0.618	844.8
1.000	841.8
1.618	837.0
2.618	829.3
4.250	816.8

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	853.5	857.5
PP	853.5	856.3
S1	853.3	855.0

Download as Excel Spreadsheet

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

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