ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	815.0	811.0	-4.0	-0.5%	822.8
High	815.0	811.0	-4.0	-0.5%	837.4
Low	815.0	809.9	-5.1	-0.6%	811.5
Close	816.3	810.0	-6.3	-0.8%	811.1
Range	0.0	1.1	1.1		25.9
ATR	6.1	6.1	0.0	0.4%	0.0
Volume	1	199	198	19,800.0%	27

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	813.5	813.0	810.5
R3	812.5	811.8	810.3
R2	811.5	811.5	810.3
R1	810.8	810.8	810.0	810.5
PP	810.3	810.3	810.3	810.3
S1	809.5	809.5	810.0	809.5
S2	809.3	809.3	809.8
S3	808.0	808.5	809.8
S4	807.0	807.5	809.5

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	809.9	27.5	3.4%	0.3	0.0%	0%	False	True	40
10	837.4	809.9	27.5	3.4%	0.5	0.1%	0%	False	True	56

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	0.0
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	815.8
2.618	814.0
1.618	812.8
1.000	812.0
0.618	811.8
HIGH	811.0
0.618	810.5
0.500	810.5
0.382	810.3
LOW	810.0
0.618	809.3
1.000	808.8
1.618	808.0
2.618	807.0
4.250	805.3

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	810.5	812.5
PP	810.3	811.8
S1	810.3	810.8

Download as Excel Spreadsheet

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

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