ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	870.0	871.0	1.0	0.1%	842.6
High	870.0	871.0	1.0	0.1%	874.5
Low	870.0	871.0	1.0	0.1%	842.6
Close	873.8	875.9	2.1	0.2%	869.7
Range
ATR	6.4	6.1	-0.3	-4.0%	0.0
Volume	1	2	1	100.0%	34

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	872.8	874.3	876.0
R3	872.8	874.3	876.0
R2	872.8	872.8	876.0
R1	874.3	874.3	876.0	873.5
PP	872.8	872.8	872.8	872.3
S1	874.3	874.3	876.0	873.5
S2	872.8	872.8	876.0
S3	872.8	874.3	876.0
S4	872.8	874.3	876.0

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	958.0	945.8	887.3
R3	926.0	913.8	878.5
R2	894.3	894.3	875.5
R1	882.0	882.0	872.5	888.0
PP	862.3	862.3	862.3	865.3
S1	850.0	850.0	866.8	856.3
S2	830.3	830.3	863.8
S3	798.5	818.3	861.0
S4	766.5	786.3	852.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	874.5	869.0	5.5	0.6%	1.0	0.1%	125%	False	False	2
10	874.5	820.7	53.8	6.1%	0.5	0.1%	103%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0

Fibonacci Retracements and Extensions
4.250	871.0
2.618	871.0
1.618	871.0
1.000	871.0
0.618	871.0
HIGH	871.0
0.618	871.0
0.500	871.0
0.382	871.0
LOW	871.0
0.618	871.0
1.000	871.0
1.618	871.0
2.618	871.0
4.250	871.0

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	874.3	874.0
PP	872.8	872.3
S1	871.0	870.3

Download as Excel Spreadsheet

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

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