ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	810.4	813.1	2.7	0.3%	808.2
High	810.4	813.1	2.7	0.3%	821.0
Low	808.0	813.1	5.1	0.6%	808.0
Close	805.9	813.1	7.2	0.9%	805.9
Range	2.4	0.0	-2.4	-100.0%	13.0
ATR	5.5	5.7	0.1	2.1%	0.0
Volume	3	2	-1	-33.3%	9

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	813.0	813.0	813.0
R3	813.0	813.0	813.0
R2	813.0	813.0	813.0
R1	813.0	813.0	813.0	813.0
PP	813.0	813.0	813.0	813.0
S1	813.0	813.0	813.0	813.0
S2	813.0	813.0	813.0
S3	813.0	813.0	813.0
S4	813.0	813.0	813.0

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%	39%	False	False	2
10	821.0	808.0	13.0	1.6%	1.5	0.2%	39%	False	False	21
20	837.4	808.0	29.4	3.6%	1.0	0.1%	17%	False	False	28

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 3 trading days

Fibonacci Retracements and Extensions
4.250	813.0
2.618	813.0
1.618	813.0
1.000	813.0
0.618	813.0
HIGH	813.0
0.618	813.0
0.500	813.0
0.382	813.0
LOW	813.0
0.618	813.0
1.000	813.0
1.618	813.0
2.618	813.0
4.250	813.0

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	813.0	814.5
PP	813.0	814.0
S1	813.0	813.5

Download as Excel Spreadsheet

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

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