ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 26-Dec-2012

Day Change Summary
	Previous	Current
	24-Dec-2012	26-Dec-2012	Change	Change %	Previous Week
Open	847.2	843.0	-4.2	-0.5%	825.8
High	847.8	845.0	-2.8	-0.3%	854.1
Low	839.4	834.5	-4.9	-0.6%	821.6
Close	841.9	835.1	-6.8	-0.8%	846.3
Range	8.4	10.5	2.1	25.0%	32.5
ATR	9.4	9.5	0.1	0.8%	0.0
Volume	29,293	45,178	15,885	54.2%	738,295

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	869.8	863.0	841.0
R3	859.3	852.5	838.0
R2	848.8	848.8	837.0
R1	842.0	842.0	836.0	840.0
PP	838.3	838.3	838.3	837.3
S1	831.5	831.5	834.3	829.5
S2	827.8	827.8	833.3
S3	817.3	821.0	832.3
S4	806.8	810.5	829.3

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	834.5	19.6	2.3%	11.0	1.3%	3%	False	True	92,324
10	854.1	817.4	36.7	4.4%	11.0	1.3%	48%	False	False	104,711
20	854.1	797.0	57.1	6.8%	10.3	1.2%	67%	False	False	53,348
40	854.1	760.1	94.0	11.3%	6.8	0.8%	80%	False	False	26,677

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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	889.5
2.618	872.5
1.618	862.0
1.000	855.5
0.618	851.5
HIGH	845.0
0.618	841.0
0.500	839.8
0.382	838.5
LOW	834.5
0.618	828.0
1.000	824.0
1.618	817.5
2.618	807.0
4.250	790.0

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	839.8	843.0
PP	838.3	840.3
S1	836.8	837.8

Download as Excel Spreadsheet

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

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