ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	766.0	760.1	-5.9	-0.8%	788.6
High	768.3	769.4	1.1	0.1%	789.9
Low	760.1	760.1	0.0	0.0%	760.1
Close	763.9	771.2	7.3	1.0%	771.2
Range	8.2	9.3	1.1	13.4%	29.8
ATR	7.0	7.1	0.2	2.4%	0.0
Volume	5	5	0	0.0%	29

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	794.8	792.3	776.3
R3	785.5	783.0	773.8
R2	776.3	776.3	773.0
R1	773.8	773.8	772.0	775.0
PP	767.0	767.0	767.0	767.5
S1	764.5	764.5	770.3	765.8
S2	757.5	757.5	769.5
S3	748.3	755.0	768.8
S4	739.0	745.8	766.0

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	863.3	847.0	787.5
R3	833.3	817.3	779.5
R2	803.5	803.5	776.8
R1	787.3	787.3	774.0	780.5
PP	773.8	773.8	773.8	770.3
S1	757.5	757.5	768.5	750.8
S2	744.0	744.0	765.8
S3	714.3	727.8	763.0
S4	684.3	698.0	754.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	789.9	760.1	29.8	3.9%	7.0	0.9%	37%	False	True	5
10	821.0	760.1	60.9	7.9%	4.3	0.6%	18%	False	True	4
20	821.0	760.1	60.9	7.9%	2.8	0.4%	18%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.0
2.618	793.8
1.618	784.5
1.000	778.8
0.618	775.3
HIGH	769.5
0.618	765.8
0.500	764.8
0.382	763.8
LOW	760.0
0.618	754.3
1.000	750.8
1.618	745.0
2.618	735.8
4.250	720.5

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	769.0	775.0
PP	767.0	773.8
S1	764.8	772.5

Download as Excel Spreadsheet

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

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