ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	760.1	777.0	16.9	2.2%	788.6
High	769.4	784.3	14.9	1.9%	789.9
Low	760.1	777.0	16.9	2.2%	760.1
Close	771.2	787.4	16.2	2.1%	771.2
Range	9.3	7.3	-2.0	-21.5%	29.8
ATR	7.1	7.6	0.4	6.0%	0.0
Volume	5	32	27	540.0%	29

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	804.8	803.5	791.5
R3	797.5	796.0	789.5
R2	790.3	790.3	788.8
R1	788.8	788.8	788.0	789.5
PP	783.0	783.0	783.0	783.3
S1	781.5	781.5	786.8	782.3
S2	775.5	775.5	786.0
S3	768.3	774.3	785.5
S4	761.0	767.0	783.5

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	3.8%	8.5	1.1%	92%	False	False	11
10	821.0	760.1	60.9	7.7%	5.0	0.6%	45%	False	False	7
20	821.0	760.1	60.9	7.7%	3.3	0.4%	45%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
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	0.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	815.3
2.618	803.5
1.618	796.0
1.000	791.5
0.618	788.8
HIGH	784.3
0.618	781.5
0.500	780.8
0.382	779.8
LOW	777.0
0.618	772.5
1.000	769.8
1.618	765.3
2.618	758.0
4.250	746.0

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	785.3	782.3
PP	783.0	777.3
S1	780.8	772.3

Download as Excel Spreadsheet

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

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