ICE Russell 2000 Mini Future March 2013

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

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	828.8	811.5	-17.3	-2.1%	822.8
High	828.8	811.5	-17.3	-2.1%	837.4
Low	828.8	811.5	-17.3	-2.1%	811.5
Close	828.8	811.1	-17.7	-2.1%	811.1
Range
ATR
Volume	0	2	2		27

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	811.3	811.3	811.0
R3	811.3	811.3	811.0
R2	811.3	811.3	811.0
R1	811.3	811.3	811.0	811.3
PP	811.3	811.3	811.3	811.5
S1	811.3	811.3	811.0	811.3
S2	811.3	811.3	811.0
S3	811.3	811.3	811.0
S4	811.3	811.3	811.0

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	897.8	880.3	825.3
R3	871.8	854.5	818.3
R2	846.0	846.0	815.8
R1	828.5	828.5	813.5	824.3
PP	820.0	820.0	820.0	818.0
S1	802.5	802.5	808.8	798.3
S2	794.0	794.0	806.3
S3	768.3	776.8	804.0
S4	742.3	750.8	796.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	837.4	811.5	25.9	3.2%	0.0	0.0%	-2%	False	True	5
10	837.4	811.5	25.9	3.2%	0.5	0.0%	-2%	False	True	38

Crabel Price Patterns
NR	False
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	0.0

Fibonacci Retracements and Extensions
4.250	811.5
2.618	811.5
1.618	811.5
1.000	811.5
0.618	811.5
HIGH	811.5
0.618	811.5
0.500	811.5
0.382	811.5
LOW	811.5
0.618	811.5
1.000	811.5
1.618	811.5
2.618	811.5
4.250	811.5

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	811.5	824.5
PP	811.3	820.0
S1	811.3	815.5

Download as Excel Spreadsheet

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

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