ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	877.8	877.1	-0.7	-0.1%	874.9
High	881.2	883.5	2.3	0.3%	882.5
Low	875.1	870.8	-4.3	-0.5%	868.1
Close	877.7	881.9	4.2	0.5%	878.4
Range	6.1	12.7	6.6	108.2%	14.4
ATR	10.0	10.2	0.2	2.0%	0.0
Volume	73,463	106,648	33,185	45.2%	387,072

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	916.8	912.0	889.0
R3	904.3	899.3	885.5
R2	891.5	891.5	884.3
R1	886.8	886.8	883.0	889.0
PP	878.8	878.8	878.8	880.0
S1	874.0	874.0	880.8	876.3
S2	866.0	866.0	879.5
S3	853.3	861.3	878.5
S4	840.8	848.5	875.0

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	919.5	913.3	886.3
R3	905.3	899.0	882.3
R2	890.8	890.8	881.0
R1	884.5	884.5	879.8	887.8
PP	876.3	876.3	876.3	878.0
S1	870.3	870.3	877.0	873.3
S2	862.0	862.0	875.8
S3	847.5	855.8	874.5
S4	833.3	841.3	870.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	883.5	870.8	12.7	1.4%	7.8	0.9%	87%	True	True	84,007
10	883.5	856.6	26.9	3.1%	8.5	1.0%	94%	True	False	89,853
20	883.5	821.6	61.9	7.0%	11.0	1.3%	97%	True	False	97,874
40	883.5	777.0	106.5	12.1%	9.0	1.0%	98%	True	False	55,294
60	883.5	760.1	123.4	14.0%	7.0	0.8%	99%	True	False	36,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	937.5
2.618	916.8
1.618	904.0
1.000	896.3
0.618	891.3
HIGH	883.5
0.618	878.8
0.500	877.3
0.382	875.8
LOW	870.8
0.618	863.0
1.000	858.0
1.618	850.3
2.618	837.5
4.250	816.8

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	880.3	880.3
PP	878.8	878.8
S1	877.3	877.3

Download as Excel Spreadsheet

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

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