ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	821.5	832.2	10.7	1.3%	817.5
High	833.2	834.8	1.6	0.2%	825.5
Low	821.0	824.5	3.5	0.4%	810.9
Close	833.0	825.8	-7.2	-0.9%	818.4
Range	12.2	10.3	-1.9	-15.6%	14.6
ATR	7.6	7.8	0.2	2.5%	0.0
Volume	11,387	24,696	13,309	116.9%	7,352

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	859.3	852.8	831.5
R3	849.0	842.5	828.8
R2	838.8	838.8	827.8
R1	832.3	832.3	826.8	830.3
PP	828.3	828.3	828.3	827.5
S1	822.0	822.0	824.8	820.0
S2	818.0	818.0	824.0
S3	807.8	811.8	823.0
S4	797.5	801.3	820.3

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	834.8	813.4	21.4	2.6%	8.5	1.0%	58%	True	False	8,616
10	834.8	809.5	25.3	3.1%	9.3	1.1%	64%	True	False	4,445
20	834.8	760.1	74.7	9.0%	6.8	0.8%	88%	True	False	2,232
40	834.8	760.1	74.7	9.0%	4.5	0.5%	88%	True	False	1,122

Crabel Price Patterns
NR	True
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	2.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	878.5
2.618	861.8
1.618	851.5
1.000	845.0
0.618	841.3
HIGH	834.8
0.618	830.8
0.500	829.8
0.382	828.5
LOW	824.5
0.618	818.3
1.000	814.3
1.618	807.8
2.618	797.5
4.250	780.8

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	829.8	826.3
PP	828.3	826.0
S1	827.0	826.0

Download as Excel Spreadsheet

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

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