ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 31-Jan-2013

Day Change Summary
	Previous	Current
	30-Jan-2013	31-Jan-2013	Change	Change %	Previous Week
Open	896.8	895.8	-1.0	-0.1%	888.0
High	896.8	896.5	-0.3	0.0%	899.5
Low	891.1	895.8	4.7	0.5%	888.0
Close	888.7	896.1	7.4	0.8%	899.2
Range	5.7	0.7	-5.0	-87.7%	11.5
ATR	5.0	5.2	0.2	3.9%	0.0
Volume	9	27	18	200.0%	15

Daily Pivots for day following 31-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	898.3	897.8	896.5
R3	897.5	897.3	896.3
R2	896.8	896.8	896.3
R1	896.5	896.5	896.3	896.8
PP	896.3	896.3	896.3	896.3
S1	895.8	895.8	896.0	896.0
S2	895.5	895.5	896.0
S3	894.8	895.0	896.0
S4	894.0	894.3	895.8

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	1.3%	1.3	0.1%	42%	False	False	8
10	903.1	887.0	16.1	1.8%	1.3	0.1%	57%	False	False	5
20	903.1	868.0	35.1	3.9%	1.3	0.1%	80%	False	False	4

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

Fibonacci Retracements and Extensions
4.250	899.5
2.618	898.3
1.618	897.8
1.000	897.3
0.618	897.0
HIGH	896.5
0.618	896.3
0.500	896.3
0.382	896.0
LOW	895.8
0.618	895.3
1.000	895.0
1.618	894.8
2.618	894.0
4.250	892.8

Fisher Pivots for day following 31-Jan-2013
Pivot	1 day	3 day
R1	896.3	897.0
PP	896.3	896.8
S1	896.0	896.5

Download as Excel Spreadsheet

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

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