ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	803.0	806.0	3.0	0.4%	777.0
High	803.0	807.0	4.0	0.5%	793.1
Low	803.0	803.3	0.3	0.0%	777.0
Close	804.8	803.1	-1.7	-0.2%	802.9
Range	0.0	3.7	3.7		16.1
ATR	5.8	5.7	-0.2	-2.6%	0.0
Volume	2	13	11	550.0%	79

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.5	813.0	805.3
R3	811.8	809.3	804.0
R2	808.3	808.3	803.8
R1	805.8	805.8	803.5	805.0
PP	804.5	804.5	804.5	804.3
S1	802.0	802.0	802.8	801.3
S2	800.8	800.8	802.5
S3	797.0	798.3	802.0
S4	793.3	794.5	801.0

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	807.0	788.0	19.0	2.4%	1.3	0.2%	79%	True	False	6
10	807.0	760.1	46.9	5.8%	4.8	0.6%	92%	True	False	11
20	821.0	760.1	60.9	7.6%	3.5	0.4%	71%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	822.8
2.618	816.8
1.618	813.0
1.000	810.8
0.618	809.3
HIGH	807.0
0.618	805.5
0.500	805.3
0.382	804.8
LOW	803.3
0.618	801.0
1.000	799.5
1.618	797.3
2.618	793.5
4.250	787.5

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	805.3	801.3
PP	804.5	799.3
S1	803.8	797.5

Download as Excel Spreadsheet

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

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