ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	812.6	811.5	-1.1	-0.1%	815.0
High	812.6	821.0	8.4	1.0%	815.0
Low	812.6	811.5	-1.1	-0.1%	808.0
Close	812.6	822.0	9.4	1.2%	808.2
Range	0.0	9.5	9.5		7.0
ATR	4.5	4.9	0.4	7.8%	0.0
Volume	1	3	2	200.0%	205

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	846.8	843.8	827.3
R3	837.3	834.3	824.5
R2	827.8	827.8	823.8
R1	824.8	824.8	822.8	826.3
PP	818.3	818.3	818.3	819.0
S1	815.3	815.3	821.3	816.8
S2	808.8	808.8	820.3
S3	799.3	805.8	819.5
S4	789.8	796.3	816.8

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	821.0	808.0	13.0	1.6%	2.0	0.2%	108%	True	False	1
10	821.0	808.0	13.0	1.6%	1.3	0.1%	108%	True	False	21
20	845.6	808.0	37.6	4.6%	1.3	0.2%	37%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	861.5
2.618	845.8
1.618	836.3
1.000	830.5
0.618	826.8
HIGH	821.0
0.618	817.3
0.500	816.3
0.382	815.3
LOW	811.5
0.618	805.8
1.000	802.0
1.618	796.3
2.618	786.8
4.250	771.0

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	820.0	819.5
PP	818.3	817.0
S1	816.3	814.5

Download as Excel Spreadsheet

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

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