ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 06-Feb-2013

Day Change Summary
	Previous	Current
	05-Feb-2013	06-Feb-2013	Change	Change %	Previous Week
Open	898.5	898.0	-0.5	-0.1%	900.0
High	898.5	905.0	6.5	0.7%	908.0
Low	898.5	898.0	-0.5	-0.1%	891.1
Close	901.7	905.2	3.5	0.4%	904.0
Range	0.0	7.0	7.0		16.9
ATR	5.9	6.0	0.1	1.4%	0.0
Volume	1	76	75	7,500.0%	65

Daily Pivots for day following 06-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	923.8	921.5	909.0
R3	916.8	914.5	907.0
R2	909.8	909.8	906.5
R1	907.5	907.5	905.8	908.5
PP	902.8	902.8	902.8	903.3
S1	900.5	900.5	904.5	901.5
S2	895.8	895.8	903.8
S3	888.8	893.5	903.3
S4	881.8	886.5	901.3

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	893.3	14.7	1.6%	4.0	0.4%	81%	False	False	27
10	908.0	891.1	16.9	1.9%	2.8	0.3%	83%	False	False	15
20	908.0	868.0	40.0	4.4%	1.8	0.2%	93%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	934.8
2.618	923.3
1.618	916.3
1.000	912.0
0.618	909.3
HIGH	905.0
0.618	902.3
0.500	901.5
0.382	900.8
LOW	898.0
0.618	893.8
1.000	891.0
1.618	886.8
2.618	879.8
4.250	868.3

Fisher Pivots for day following 06-Feb-2013
Pivot	1 day	3 day
R1	904.0	903.3
PP	902.8	901.3
S1	901.5	899.3

Download as Excel Spreadsheet

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

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