ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	790.0	790.2	0.2	0.0%	788.6
High	790.0	793.1	3.1	0.4%	789.9
Low	790.0	790.2	0.2	0.0%	760.1
Close	790.0	792.6	2.6	0.3%	771.2
Range	0.0	2.9	2.9		29.8
ATR	7.2	6.9	-0.3	-4.1%	0.0
Volume	32	5	-27	-84.4%	29

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	800.8	799.5	794.3
R3	797.8	796.8	793.5
R2	794.8	794.8	793.3
R1	793.8	793.8	792.8	794.3
PP	792.0	792.0	792.0	792.3
S1	790.8	790.8	792.3	791.5
S2	789.0	789.0	792.0
S3	786.3	788.0	791.8
S4	783.3	785.0	791.0

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	793.1	760.1	33.0	4.2%	5.5	0.7%	98%	True	False	15
10	796.4	760.1	36.3	4.6%	4.5	0.6%	90%	False	False	10
20	821.0	760.1	60.9	7.7%	3.3	0.4%	53%	False	False	6

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	805.5
2.618	800.8
1.618	797.8
1.000	796.0
0.618	795.0
HIGH	793.0
0.618	792.0
0.500	791.8
0.382	791.3
LOW	790.3
0.618	788.5
1.000	787.3
1.618	785.5
2.618	782.5
4.250	778.0

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	792.3	790.0
PP	792.0	787.5
S1	791.8	785.0

Download as Excel Spreadsheet

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

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