ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 12-Feb-2013

Day Change Summary
	Previous	Current
	11-Feb-2013	12-Feb-2013	Change	Change %	Previous Week
Open	913.0	912.0	-1.0	-0.1%	909.5
High	913.7	917.4	3.7	0.4%	913.6
Low	907.5	909.0	1.5	0.2%	896.1
Close	912.0	916.1	4.1	0.4%	912.6
Range	6.2	8.4	2.2	35.5%	17.5
ATR	9.9	9.8	-0.1	-1.1%	0.0
Volume	68,041	71,016	2,975	4.4%	443,238

Daily Pivots for day following 12-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	939.3	936.3	920.8
R3	931.0	927.8	918.5
R2	922.5	922.5	917.8
R1	919.3	919.3	916.8	921.0
PP	914.3	914.3	914.3	915.0
S1	911.0	911.0	915.3	912.5
S2	905.8	905.8	914.5
S3	897.3	902.5	913.8
S4	889.0	894.3	911.5

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	960.0	953.8	922.3
R3	942.5	936.3	917.5
R2	925.0	925.0	915.8
R1	918.8	918.8	914.3	921.8
PP	907.5	907.5	907.5	909.0
S1	901.3	901.3	911.0	904.3
S2	890.0	890.0	909.5
S3	872.5	883.8	907.8
S4	855.0	866.3	903.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	917.4	899.6	17.8	1.9%	8.8	1.0%	93%	True	False	80,222
10	917.4	891.1	26.3	2.9%	10.5	1.1%	95%	True	False	90,259
20	917.4	870.8	46.6	5.1%	9.8	1.1%	97%	True	False	83,855
40	917.4	817.4	100.0	10.9%	10.3	1.1%	99%	True	False	91,050
60	917.4	760.1	157.3	17.2%	9.3	1.0%	99%	True	False	63,037
80	917.4	760.1	157.3	17.2%	7.5	0.8%	99%	True	False	47,281

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	1.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	953.0
2.618	939.5
1.618	931.0
1.000	925.8
0.618	922.5
HIGH	917.5
0.618	914.3
0.500	913.3
0.382	912.3
LOW	909.0
0.618	903.8
1.000	900.5
1.618	895.5
2.618	887.0
4.250	873.3

Fisher Pivots for day following 12-Feb-2013
Pivot	1 day	3 day
R1	915.3	914.5
PP	914.3	913.0
S1	913.3	911.3

Download as Excel Spreadsheet

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

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