ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	816.5	819.0	2.5	0.3%	817.5
High	823.0	823.3	0.3	0.0%	825.5
Low	814.8	817.6	2.8	0.3%	810.9
Close	818.4	823.2	4.8	0.6%	818.4
Range	8.2	5.7	-2.5	-30.5%	14.6
ATR	7.4	7.3	-0.1	-1.6%	0.0
Volume	4,233	734	-3,499	-82.7%	7,352

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	838.5	836.5	826.3
R3	832.8	830.8	824.8
R2	827.0	827.0	824.3
R1	825.3	825.3	823.8	826.0
PP	821.3	821.3	821.3	821.8
S1	819.5	819.5	822.8	820.5
S2	815.8	815.8	822.3
S3	810.0	813.8	821.8
S4	804.3	808.0	820.0

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	862.0	854.8	826.5
R3	847.5	840.3	822.5
R2	832.8	832.8	821.0
R1	825.8	825.8	819.8	829.3
PP	818.3	818.3	818.3	820.0
S1	811.0	811.0	817.0	814.8
S2	803.8	803.8	815.8
S3	789.0	796.5	814.5
S4	774.5	781.8	810.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	823.5	810.9	12.6	1.5%	8.0	1.0%	98%	False	False	1,556
10	825.5	797.0	28.5	3.5%	8.8	1.1%	92%	False	False	847
20	825.5	760.1	65.4	7.9%	6.5	0.8%	96%	False	False	429
40	837.4	760.1	77.3	9.4%	3.8	0.5%	82%	False	False	220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.5
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	847.5
2.618	838.3
1.618	832.5
1.000	829.0
0.618	826.8
HIGH	823.3
0.618	821.0
0.500	820.5
0.382	819.8
LOW	817.5
0.618	814.0
1.000	812.0
1.618	808.5
2.618	802.8
4.250	793.5

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	822.3	821.5
PP	821.3	820.0
S1	820.5	818.3

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

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