ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	788.0	803.0	15.0	1.9%	777.0
High	788.0	803.0	15.0	1.9%	793.1
Low	788.0	803.0	15.0	1.9%	777.0
Close	802.9	804.8	1.9	0.2%	802.9
Range
ATR	6.3	5.8	-0.4	-7.0%	0.0
Volume	5	2	-3	-60.0%	79

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	803.5	804.3	804.8
R3	803.5	804.3	804.8
R2	803.5	803.5	804.8
R1	804.3	804.3	804.8	804.0
PP	803.5	803.5	803.5	803.5
S1	804.3	804.3	804.8	804.0
S2	803.5	803.5	804.8
S3	803.5	804.3	804.8
S4	803.5	804.3	804.8

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	839.3	837.3	811.8
R3	823.3	821.0	807.3
R2	807.0	807.0	805.8
R1	805.0	805.0	804.5	806.0
PP	791.0	791.0	791.0	791.5
S1	789.0	789.0	801.5	790.0
S2	775.0	775.0	800.0
S3	758.8	772.8	798.5
S4	742.8	756.8	794.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.0	788.0	15.0	1.9%	0.5	0.1%	112%	True	False	9
10	803.0	760.1	42.9	5.3%	4.5	0.6%	104%	True	False	10
20	821.0	760.1	60.9	7.6%	3.3	0.4%	73%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
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

Fibonacci Retracements and Extensions
4.250	803.0
2.618	803.0
1.618	803.0
1.000	803.0
0.618	803.0
HIGH	803.0
0.618	803.0
0.500	803.0
0.382	803.0
LOW	803.0
0.618	803.0
1.000	803.0
1.618	803.0
2.618	803.0
4.250	803.0

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	804.3	801.8
PP	803.5	798.5
S1	803.0	795.5

Download as Excel Spreadsheet

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

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