ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 30-Jan-2013

Day Change Summary
	Previous	Current
	29-Jan-2013	30-Jan-2013	Change	Change %	Previous Week
Open	903.1	896.8	-6.3	-0.7%	888.0
High	903.1	896.8	-6.3	-0.7%	899.5
Low	903.1	891.1	-12.0	-1.3%	888.0
Close	903.1	888.7	-14.4	-1.6%	899.2
Range	0.0	5.7	5.7		11.5
ATR	4.5	5.0	0.5	11.9%	0.0
Volume	0	9	9		15

Daily Pivots for day following 30-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	909.3	904.8	891.8
R3	903.5	899.0	890.3
R2	898.0	898.0	889.8
R1	893.3	893.3	889.3	892.8
PP	892.3	892.3	892.3	892.0
S1	887.5	887.5	888.3	887.0
S2	886.5	886.5	887.8
S3	880.8	882.0	887.3
S4	875.0	876.3	885.5

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	930.0	926.3	905.5
R3	918.5	914.8	902.3
R2	907.0	907.0	901.3
R1	903.3	903.3	900.3	905.0
PP	895.5	895.5	895.5	896.5
S1	891.8	891.8	898.3	893.5
S2	884.0	884.0	897.0
S3	872.5	880.3	896.0
S4	861.0	868.8	893.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	903.1	891.1	12.0	1.4%	1.5	0.2%	-20%	False	True	3
10	903.1	882.0	21.1	2.4%	1.5	0.2%	32%	False	False	3
20	903.1	868.0	35.1	3.9%	1.0	0.1%	59%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	921.0
2.618	911.8
1.618	906.0
1.000	902.5
0.618	900.3
HIGH	896.8
0.618	894.5
0.500	894.0
0.382	893.3
LOW	891.0
0.618	887.5
1.000	885.5
1.618	882.0
2.618	876.3
4.250	867.0

Fisher Pivots for day following 30-Jan-2013
Pivot	1 day	3 day
R1	894.0	897.0
PP	892.3	894.3
S1	890.5	891.5

Download as Excel Spreadsheet

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

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