ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	903.0	909.5	6.5	0.7%	903.5
High	912.0	909.5	-2.5	-0.3%	912.0
Low	902.5	896.1	-6.4	-0.7%	891.1
Close	908.0	899.0	-9.0	-1.0%	908.0
Range	9.5	13.4	3.9	41.1%	20.9
ATR	10.1	10.4	0.2	2.3%	0.0
Volume	104,795	100,964	-3,831	-3.7%	495,038

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	941.8	933.8	906.3
R3	928.3	920.3	902.8
R2	915.0	915.0	901.5
R1	907.0	907.0	900.3	904.3
PP	901.5	901.5	901.5	900.3
S1	893.5	893.5	897.8	890.8
S2	888.3	888.3	896.5
S3	874.8	880.3	895.3
S4	861.3	866.8	891.8

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	966.5	958.0	919.5
R3	945.5	937.3	913.8
R2	924.5	924.5	911.8
R1	916.3	916.3	910.0	920.5
PP	903.8	903.8	903.8	905.8
S1	895.5	895.5	906.0	899.5
S2	882.8	882.8	904.3
S3	862.0	874.5	902.3
S4	841.0	853.5	896.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	912.0	891.1	20.9	2.3%	11.3	1.2%	38%	False	False	100,456
10	912.0	888.4	23.6	2.6%	10.3	1.2%	45%	False	False	92,974
20	912.0	868.1	43.9	4.9%	9.0	1.0%	70%	False	False	82,815
40	912.0	813.4	98.6	11.0%	10.3	1.1%	87%	False	False	82,483
60	912.0	760.1	151.9	16.9%	8.8	1.0%	91%	False	False	55,015
80	912.0	760.1	151.9	16.9%	6.8	0.8%	91%	False	False	41,267

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	1.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	966.5
2.618	944.5
1.618	931.3
1.000	923.0
0.618	917.8
HIGH	909.5
0.618	904.5
0.500	902.8
0.382	901.3
LOW	896.0
0.618	887.8
1.000	882.8
1.618	874.5
2.618	861.0
4.250	839.3

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	902.8	901.5
PP	901.5	900.8
S1	900.3	899.8

Download as Excel Spreadsheet

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

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