ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	833.4	845.6	12.2	1.5%	819.0
High	845.5	850.3	4.8	0.6%	834.8
Low	831.5	842.2	10.7	1.3%	817.4
Close	845.0	846.2	1.2	0.1%	822.6
Range	14.0	8.1	-5.9	-42.1%	17.4
ATR	8.7	8.7	0.0	-0.5%	0.0
Volume	186,745	151,006	-35,739	-19.1%	246,467

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	870.5	866.5	850.8
R3	862.5	858.3	848.5
R2	854.3	854.3	847.8
R1	850.3	850.3	847.0	852.3
PP	846.3	846.3	846.3	847.3
S1	842.3	842.3	845.5	844.3
S2	838.3	838.3	844.8
S3	830.0	834.0	844.0
S4	822.0	826.0	841.8

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	877.3	867.3	832.3
R3	859.8	849.8	827.5
R2	842.3	842.3	825.8
R1	832.5	832.5	824.3	837.5
PP	825.0	825.0	825.0	827.5
S1	815.0	815.0	821.0	820.0
S2	807.5	807.5	819.5
S3	790.3	797.8	817.8
S4	772.8	780.3	813.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	850.3	817.4	32.9	3.9%	10.5	1.2%	88%	True	False	142,360
10	850.3	813.4	36.9	4.4%	9.5	1.1%	89%	True	False	75,488
20	850.3	788.0	62.3	7.4%	8.0	1.0%	93%	True	False	37,818
40	850.3	760.1	90.2	10.7%	5.8	0.7%	95%	True	False	18,912

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	2.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	884.8
2.618	871.5
1.618	863.5
1.000	858.5
0.618	855.3
HIGH	850.3
0.618	847.3
0.500	846.3
0.382	845.3
LOW	842.3
0.618	837.3
1.000	834.0
1.618	829.0
2.618	821.0
4.250	807.8

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	846.3	842.8
PP	846.3	839.3
S1	846.3	836.0

Download as Excel Spreadsheet

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

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