ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	811.5	810.4	-1.1	-0.1%	808.2
High	821.0	810.4	-10.6	-1.3%	821.0
Low	811.5	808.0	-3.5	-0.4%	808.0
Close	822.0	805.9	-16.1	-2.0%	805.9
Range	9.5	2.4	-7.1	-74.7%	13.0
ATR	4.9	5.5	0.7	13.3%	0.0
Volume	3	3	0	0.0%	9

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.3	813.0	807.3
R3	813.0	810.5	806.5
R2	810.5	810.5	806.3
R1	808.3	808.3	806.0	808.3
PP	808.0	808.0	808.0	808.0
S1	805.8	805.8	805.8	805.8
S2	805.8	805.8	805.5
S3	803.3	803.5	805.3
S4	801.0	801.0	804.5

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	850.8	841.3	813.0
R3	837.8	828.3	809.5
R2	824.8	824.8	808.3
R1	815.3	815.3	807.0	813.5
PP	811.8	811.8	811.8	810.8
S1	802.3	802.3	804.8	800.5
S2	798.8	798.8	803.5
S3	785.8	789.3	802.3
S4	772.8	776.3	798.8

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%	2.5	0.3%	-16%	False	True	1
10	821.0	808.0	13.0	1.6%	1.5	0.2%	-16%	False	True	21
20	837.4	808.0	29.4	3.6%	1.0	0.1%	-7%	False	True	29

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	820.5
2.618	816.8
1.618	814.3
1.000	812.8
0.618	812.0
HIGH	810.5
0.618	809.5
0.500	809.3
0.382	809.0
LOW	808.0
0.618	806.5
1.000	805.5
1.618	804.0
2.618	801.8
4.250	797.8

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	809.3	814.5
PP	808.0	811.8
S1	807.0	808.8

Download as Excel Spreadsheet

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

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