ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	855.9	854.5	-1.4	-0.2%	836.2
High	857.1	857.1	0.0	0.0%	865.4
Low	849.4	850.1	0.7	0.1%	829.6
Close	853.8	851.2	-2.6	-0.3%	861.5
Range	7.7	7.0	-0.7	-9.1%	35.8
ATR	9.4	9.2	-0.2	-1.8%	0.0
Volume	133,631	107,502	-26,129	-19.6%	349,144

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	873.8	869.5	855.0
R3	866.8	862.5	853.0
R2	859.8	859.8	852.5
R1	855.5	855.5	851.8	854.3
PP	852.8	852.8	852.8	852.0
S1	848.5	848.5	850.5	847.3
S2	845.8	845.8	850.0
S3	838.8	841.5	849.3
S4	831.8	834.5	847.3

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	837.8	27.6	3.2%	11.5	1.3%	49%	False	False	141,586
10	865.4	819.9	45.5	5.3%	10.5	1.2%	69%	False	False	76,866
20	865.4	798.0	67.4	7.9%	9.0	1.1%	79%	False	False	38,537
40	865.4	762.9	102.5	12.0%	5.5	0.7%	86%	False	False	19,289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	886.8
2.618	875.5
1.618	868.5
1.000	864.0
0.618	861.5
HIGH	857.0
0.618	854.5
0.500	853.5
0.382	852.8
LOW	850.0
0.618	845.8
1.000	843.0
1.618	838.8
2.618	831.8
4.250	820.3

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	853.5	855.5
PP	852.8	854.0
S1	852.0	852.5

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

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