ICE Russell 2000 Mini Future March 2013

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

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	825.8	833.4	7.6	0.9%	819.0
High	833.5	845.5	12.0	1.4%	834.8
Low	821.6	831.5	9.9	1.2%	817.4
Close	832.7	845.0	12.3	1.5%	822.6
Range	11.9	14.0	2.1	17.6%	17.4
ATR	8.3	8.7	0.4	4.9%	0.0
Volume	164,401	186,745	22,344	13.6%	246,467

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	882.8	877.8	852.8
R3	868.8	863.8	848.8
R2	854.8	854.8	847.5
R1	849.8	849.8	846.3	852.3
PP	840.8	840.8	840.8	842.0
S1	835.8	835.8	843.8	838.3
S2	826.8	826.8	842.5
S3	812.8	821.8	841.3
S4	798.8	807.8	837.3

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	877.3	867.3	832.3
R3	859.8	849.8	827.5
R2	842.3	842.3	825.8
R1	832.5	832.5	824.3	837.5
PP	825.0	825.0	825.0	827.5
S1	815.0	815.0	821.0	820.0
S2	807.5	807.5	819.5
S3	790.3	797.8	817.8
S4	772.8	780.3	813.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.5	817.4	28.1	3.3%	11.0	1.3%	98%	True	False	117,098
10	845.5	810.9	34.6	4.1%	10.0	1.2%	99%	True	False	60,448
20	845.5	788.0	57.5	6.8%	7.8	0.9%	99%	True	False	30,268
40	845.5	760.1	85.4	10.1%	5.5	0.7%	99%	True	False	15,137

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	2.5
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	905.0
2.618	882.3
1.618	868.3
1.000	859.5
0.618	854.3
HIGH	845.5
0.618	840.3
0.500	838.5
0.382	836.8
LOW	831.5
0.618	822.8
1.000	817.5
1.618	808.8
2.618	794.8
4.250	772.0

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	842.8	840.5
PP	840.8	836.0
S1	838.5	831.5

Download as Excel Spreadsheet

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

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