ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	809.0	808.0	-1.0	-0.1%	815.0
High	810.0	808.0	-2.0	-0.2%	815.0
Low	809.0	808.0	-1.0	-0.1%	808.0
Close	812.0	808.2	-3.8	-0.5%	808.2
Range	1.0	0.0	-1.0	-100.0%	7.0
ATR	5.4	5.3	-0.1	-1.8%	0.0
Volume	2	2	0	0.0%	205

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	808.0	808.3	808.3
R3	808.0	808.3	808.3
R2	808.0	808.0	808.3
R1	808.3	808.3	808.3	808.0
PP	808.0	808.0	808.0	808.0
S1	808.3	808.3	808.3	808.0
S2	808.0	808.0	808.3
S3	808.0	808.3	808.3
S4	808.0	808.3	808.3

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	831.5	826.8	812.0
R3	824.5	819.8	810.0
R2	817.5	817.5	809.5
R1	812.8	812.8	808.8	811.5
PP	810.5	810.5	810.5	809.8
S1	805.8	805.8	807.5	804.5
S2	803.5	803.5	807.0
S3	796.5	798.8	806.3
S4	789.5	791.8	804.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	815.0	808.0	7.0	0.9%	0.5	0.1%	3%	False	True	41
10	837.4	808.0	29.4	3.6%	0.3	0.0%	1%	False	True	23

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	808.0
2.618	808.0
1.618	808.0
1.000	808.0
0.618	808.0
HIGH	808.0
0.618	808.0
0.500	808.0
0.382	808.0
LOW	808.0
0.618	808.0
1.000	808.0
1.618	808.0
2.618	808.0
4.250	808.0

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	808.3	809.0
PP	808.0	808.8
S1	808.0	808.5

Download as Excel Spreadsheet

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

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