ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	845.6	844.1	-1.5	-0.2%	819.0
High	850.3	854.1	3.8	0.4%	834.8
Low	842.2	842.7	0.5	0.1%	817.4
Close	846.2	853.0	6.8	0.8%	822.6
Range	8.1	11.4	3.3	40.7%	17.4
ATR	8.7	8.8	0.2	2.3%	0.0
Volume	151,006	117,266	-33,740	-22.3%	246,467

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	884.3	880.0	859.3
R3	872.8	868.5	856.3
R2	861.3	861.3	855.0
R1	857.3	857.3	854.0	859.3
PP	850.0	850.0	850.0	851.0
S1	845.8	845.8	852.0	847.8
S2	838.5	838.5	851.0
S3	827.3	834.3	849.8
S4	815.8	823.0	846.8

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	854.1	817.4	36.7	4.3%	10.5	1.2%	97%	True	False	146,694
10	854.1	814.8	39.3	4.6%	10.0	1.2%	97%	True	False	87,011
20	854.1	788.0	66.1	7.7%	8.8	1.0%	98%	True	False	43,681
40	854.1	760.1	94.0	11.0%	6.0	0.7%	99%	True	False	21,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	902.5
2.618	884.0
1.618	872.5
1.000	865.5
0.618	861.3
HIGH	854.0
0.618	849.8
0.500	848.5
0.382	847.0
LOW	842.8
0.618	835.8
1.000	831.3
1.618	824.3
2.618	812.8
4.250	794.3

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	851.5	849.5
PP	850.0	846.3
S1	848.5	842.8

Download as Excel Spreadsheet

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

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