ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	811.5	815.0	3.5	0.4%	822.8
High	811.5	815.0	3.5	0.4%	837.4
Low	811.5	815.0	3.5	0.4%	811.5
Close	811.1	816.3	5.2	0.6%	811.1
Range
ATR	0.0	6.1	6.1		0.0
Volume	2	1	-1	-50.0%	27

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.5	815.8	816.3
R3	815.5	815.8	816.3
R2	815.5	815.5	816.3
R1	815.8	815.8	816.3	815.8
PP	815.5	815.5	815.5	815.3
S1	815.8	815.8	816.3	815.8
S2	815.5	815.5	816.3
S3	815.5	815.8	816.3
S4	815.5	815.8	816.3

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%	19%	False	False
10	837.4	811.5	25.9	3.2%	0.5	0.0%	19%	False	False	36

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	815.0
2.618	815.0
1.618	815.0
1.000	815.0
0.618	815.0
HIGH	815.0
0.618	815.0
0.500	815.0
0.382	815.0
LOW	815.0
0.618	815.0
1.000	815.0
1.618	815.0
2.618	815.0
4.250	815.0

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	815.8	820.3
PP	815.5	818.8
S1	815.0	817.5

Download as Excel Spreadsheet

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

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