ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	851.3	847.2	-4.1	-0.5%	825.8
High	851.3	847.8	-3.5	-0.4%	854.1
Low	834.8	839.4	4.6	0.6%	821.6
Close	846.3	841.9	-4.4	-0.5%	846.3
Range	16.5	8.4	-8.1	-49.1%	32.5
ATR	9.5	9.4	-0.1	-0.8%	0.0
Volume	118,877	29,293	-89,584	-75.4%	738,295

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	868.3	863.5	846.5
R3	859.8	855.0	844.3
R2	851.5	851.5	843.5
R1	846.8	846.8	842.8	844.8
PP	843.0	843.0	843.0	842.0
S1	838.3	838.3	841.3	836.5
S2	834.8	834.8	840.3
S3	826.3	829.8	839.5
S4	817.8	821.5	837.3

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	938.3	924.8	864.3
R3	905.8	892.3	855.3
R2	873.3	873.3	852.3
R1	859.8	859.8	849.3	866.5
PP	840.8	840.8	840.8	844.0
S1	827.3	827.3	843.3	834.0
S2	808.3	808.3	840.3
S3	775.8	794.8	837.3
S4	743.3	762.3	828.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	854.1	831.5	22.6	2.7%	11.8	1.4%	46%	False	False	120,637
10	854.1	817.4	36.7	4.4%	11.3	1.3%	67%	False	False	101,332
20	854.1	797.0	57.1	6.8%	10.0	1.2%	79%	False	False	51,089
40	854.1	760.1	94.0	11.2%	6.5	0.8%	87%	False	False	25,548

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	883.5
2.618	869.8
1.618	861.5
1.000	856.3
0.618	853.0
HIGH	847.8
0.618	844.5
0.500	843.5
0.382	842.5
LOW	839.5
0.618	834.3
1.000	831.0
1.618	825.8
2.618	817.5
4.250	803.8

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	843.5	844.5
PP	843.0	843.5
S1	842.5	842.8

Download as Excel Spreadsheet

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

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