ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	901.9	899.5	-2.4	-0.3%	900.0
High	908.0	899.5	-8.5	-0.9%	908.0
Low	901.9	893.3	-8.6	-1.0%	891.1
Close	904.0	895.1	-8.9	-1.0%	904.0
Range	6.1	6.2	0.1	1.6%	16.9
ATR	5.7	6.1	0.4	6.2%	0.0
Volume	27	5	-22	-81.5%	65

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	914.5	911.0	898.5
R3	908.3	904.8	896.8
R2	902.3	902.3	896.3
R1	898.8	898.8	895.8	897.3
PP	896.0	896.0	896.0	895.3
S1	892.5	892.5	894.5	891.0
S2	889.8	889.8	894.0
S3	883.5	886.3	893.5
S4	877.3	880.0	891.8

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	951.8	944.8	913.3
R3	934.8	927.8	908.8
R2	918.0	918.0	907.0
R1	911.0	911.0	905.5	914.5
PP	901.0	901.0	901.0	902.8
S1	894.0	894.0	902.5	897.5
S2	884.3	884.3	901.0
S3	867.3	877.3	899.3
S4	850.3	860.3	894.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	908.0	891.1	16.9	1.9%	3.8	0.4%	24%	False	False	13
10	908.0	890.1	17.9	2.0%	2.5	0.3%	28%	False	False	8
20	908.0	868.0	40.0	4.5%	1.5	0.2%	68%	False	False	5

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 36 trading days

Fibonacci Retracements and Extensions
4.250	925.8
2.618	915.8
1.618	909.5
1.000	905.8
0.618	903.3
HIGH	899.5
0.618	897.3
0.500	896.5
0.382	895.8
LOW	893.3
0.618	889.5
1.000	887.0
1.618	883.3
2.618	877.0
4.250	867.0

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	896.5	900.8
PP	896.0	898.8
S1	895.5	897.0

Download as Excel Spreadsheet

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

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