ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	868.0	875.7	7.7	0.9%	870.2
High	868.0	875.7	7.7	0.9%	874.4
Low	868.0	875.7	7.7	0.9%	869.5
Close	877.9	875.3	-2.6	-0.3%	874.4
Range
ATR	5.5	5.2	-0.2	-4.3%	0.0
Volume	3	1	-2	-66.7%	11

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	875.5	875.5	875.3
R3	875.5	875.5	875.3
R2	875.5	875.5	875.3
R1	875.5	875.5	875.3	875.5
PP	875.5	875.5	875.5	875.5
S1	875.5	875.5	875.3	875.5
S2	875.5	875.5	875.3
S3	875.5	875.5	875.3
S4	875.5	875.5	875.3

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	875.7	868.0	7.7	0.9%	0.3	0.0%	95%	True	False	2
10	875.7	868.0	7.7	0.9%	0.8	0.1%	95%	True	False	2
20	875.7	820.7	55.0	6.3%	0.3	0.0%	99%	True	False	5

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	875.8
2.618	875.8
1.618	875.8
1.000	875.8
0.618	875.8
HIGH	875.8
0.618	875.8
0.500	875.8
0.382	875.8
LOW	875.8
0.618	875.8
1.000	875.8
1.618	875.8
2.618	875.8
4.250	875.8

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	875.8	874.3
PP	875.5	873.0
S1	875.5	871.8

Download as Excel Spreadsheet

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

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