ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	788.6	787.0	-1.6	-0.2%	813.1
High	788.6	788.2	-0.4	-0.1%	821.0
Low	788.6	786.0	-2.6	-0.3%	790.7
Close	788.6	782.7	-5.9	-0.7%	790.6
Range	0.0	2.2	2.2		30.3
ATR	6.5	6.2	-0.3	-4.3%	0.0
Volume	2	4	2	100.0%	16

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	792.3	789.8	784.0
R3	790.0	787.5	783.3
R2	787.8	787.8	783.0
R1	785.3	785.3	783.0	785.5
PP	785.8	785.8	785.8	785.8
S1	783.0	783.0	782.5	783.3
S2	783.5	783.5	782.3
S3	781.3	780.8	782.0
S4	779.0	778.8	781.5

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	891.8	871.5	807.3
R3	861.3	841.3	799.0
R2	831.0	831.0	796.3
R1	810.8	810.8	793.5	805.8
PP	800.8	800.8	800.8	798.3
S1	780.5	780.5	787.8	775.5
S2	770.5	770.5	785.0
S3	740.3	750.3	782.3
S4	709.8	720.0	774.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	805.0	786.0	19.0	2.4%	1.5	0.2%	-17%	False	True	2
10	821.0	786.0	35.0	4.5%	2.3	0.3%	-9%	False	True	2
20	837.4	786.0	51.4	6.6%	1.3	0.2%	-6%	False	True	11

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	0.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	797.5
2.618	794.0
1.618	791.8
1.000	790.5
0.618	789.5
HIGH	788.3
0.618	787.3
0.500	787.0
0.382	786.8
LOW	786.0
0.618	784.8
1.000	783.8
1.618	782.5
2.618	780.3
4.250	776.8

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	787.0	791.3
PP	785.8	788.3
S1	784.3	785.5

Download as Excel Spreadsheet

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

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