ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	777.0	790.0	13.0	1.7%	788.6
High	784.3	790.0	5.7	0.7%	789.9
Low	777.0	790.0	13.0	1.7%	760.1
Close	787.4	790.0	2.6	0.3%	771.2
Range	7.3	0.0	-7.3	-100.0%	29.8
ATR	7.6	7.2	-0.4	-4.7%	0.0
Volume	32	32	0	0.0%	29

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	790.0	790.0	790.0
R3	790.0	790.0	790.0
R2	790.0	790.0	790.0
R1	790.0	790.0	790.0	790.0
PP	790.0	790.0	790.0	790.0
S1	790.0	790.0	790.0	790.0
S2	790.0	790.0	790.0
S3	790.0	790.0	790.0
S4	790.0	790.0	790.0

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	790.0	760.1	29.9	3.8%	8.0	1.0%	100%	True	False	17
10	805.0	760.1	44.9	5.7%	4.8	0.6%	67%	False	False	9
20	821.0	760.1	60.9	7.7%	3.3	0.4%	49%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	790.0
2.618	790.0
1.618	790.0
1.000	790.0
0.618	790.0
HIGH	790.0
0.618	790.0
0.500	790.0
0.382	790.0
LOW	790.0
0.618	790.0
1.000	790.0
1.618	790.0
2.618	790.0
4.250	790.0

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	790.0	785.0
PP	790.0	780.0
S1	790.0	775.0

Download as Excel Spreadsheet

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

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