ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	874.4	875.0	0.6	0.1%	870.2
High	874.4	875.0	0.6	0.1%	874.4
Low	874.4	874.1	-0.3	0.0%	869.5
Close	874.4	873.7	-0.7	-0.1%	874.4
Range	0.0	0.9	0.9		4.9
ATR	5.8	5.4	-0.3	-6.0%	0.0
Volume	2	4	2	100.0%	11

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	877.0	876.3	874.3
R3	876.0	875.3	874.0
R2	875.3	875.3	873.8
R1	874.5	874.5	873.8	874.3
PP	874.3	874.3	874.3	874.3
S1	873.5	873.5	873.5	873.5
S2	873.3	873.3	873.5
S3	872.5	872.8	873.5
S4	871.5	871.8	873.3

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	887.5	885.8	877.0
R3	882.5	881.0	875.8
R2	877.8	877.8	875.3
R1	876.0	876.0	874.8	876.8
PP	872.8	872.8	872.8	873.3
S1	871.3	871.3	874.0	872.0
S2	867.8	867.8	873.5
S3	863.0	866.3	873.0
S4	858.0	861.3	871.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	875.0	869.5	5.5	0.6%	0.3	0.0%	76%	True	False	2
10	875.0	842.6	32.4	3.7%	0.8	0.1%	96%	True	False	4
20	875.0	818.6	56.4	6.5%	0.3	0.0%	98%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	878.8
2.618	877.3
1.618	876.5
1.000	876.0
0.618	875.5
HIGH	875.0
0.618	874.8
0.500	874.5
0.382	874.5
LOW	874.0
0.618	873.5
1.000	873.3
1.618	872.8
2.618	871.8
4.250	870.3

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	874.5	873.5
PP	874.3	873.3
S1	874.0	873.0

Download as Excel Spreadsheet

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

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