ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	817.4	805.0	-12.4	-1.5%	808.2
High	821.0	805.0	-16.0	-1.9%	821.0
Low	817.4	800.1	-17.3	-2.1%	808.0
Close	819.8	795.6	-24.2	-3.0%	805.9
Range	3.6	4.9	1.3	36.1%	13.0
ATR	5.8	6.8	1.0	17.0%	0.0
Volume	10	2	-8	-80.0%	9

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.0	810.3	798.3
R3	810.0	805.3	797.0
R2	805.3	805.3	796.5
R1	800.3	800.3	796.0	800.3
PP	800.3	800.3	800.3	800.3
S1	795.5	795.5	795.3	795.5
S2	795.3	795.3	794.8
S3	790.5	790.5	794.3
S4	785.5	785.8	793.0

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	800.1	20.9	2.6%	4.0	0.5%	-22%	False	True	4
10	821.0	800.1	20.9	2.6%	2.3	0.3%	-22%	False	True	2
20	837.4	800.1	37.3	4.7%	1.0	0.1%	-12%	False	True	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	825.8
2.618	817.8
1.618	813.0
1.000	810.0
0.618	808.0
HIGH	805.0
0.618	803.3
0.500	802.5
0.382	802.0
LOW	800.0
0.618	797.0
1.000	795.3
1.618	792.3
2.618	787.3
4.250	779.3

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	802.5	810.5
PP	800.3	805.5
S1	798.0	800.5

Download as Excel Spreadsheet

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

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