ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 22-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	22-Nov-2012	Change	Change %	Previous Week
Open	790.2	792.6	2.4	0.3%	788.6
High	793.1	792.6	-0.5	-0.1%	789.9
Low	790.2	792.6	2.4	0.3%	760.1
Close	792.6	792.6	0.0	0.0%	771.2
Range	2.9	0.0	-2.9	-100.0%	29.8
ATR	6.9	6.4	-0.5	-7.1%	0.0
Volume	5	5	0	0.0%	29

Daily Pivots for day following 22-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	792.5	792.5	792.5
R3	792.5	792.5	792.5
R2	792.5	792.5	792.5
R1	792.5	792.5	792.5	792.5
PP	792.5	792.5	792.5	792.5
S1	792.5	792.5	792.5	792.5
S2	792.5	792.5	792.5
S3	792.5	792.5	792.5
S4	792.5	792.5	792.5

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	793.1	760.1	33.0	4.2%	4.0	0.5%	98%	False	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	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	792.5
2.618	792.5
1.618	792.5
1.000	792.5
0.618	792.5
HIGH	792.5
0.618	792.5
0.500	792.5
0.382	792.5
LOW	792.5
0.618	792.5
1.000	792.5
1.618	792.5
2.618	792.5
4.250	792.5

Fisher Pivots for day following 22-Nov-2012
Pivot	1 day	3 day
R1	792.5	792.3
PP	792.5	792.0
S1	792.5	791.5

Download as Excel Spreadsheet

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

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