ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 07-Feb-2013

Day Change Summary
	Previous	Current
	06-Feb-2013	07-Feb-2013	Change	Change %	Previous Week
Open	898.0	902.9	4.9	0.5%	900.0
High	905.0	902.9	-2.1	-0.2%	908.0
Low	898.0	896.9	-1.1	-0.1%	891.1
Close	905.2	902.6	-2.6	-0.3%	904.0
Range	7.0	6.0	-1.0	-14.3%	16.9
ATR	6.0	6.1	0.2	2.7%	0.0
Volume	76	11	-65	-85.5%	65

Daily Pivots for day following 07-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	918.8	916.8	906.0
R3	912.8	910.8	904.3
R2	906.8	906.8	903.8
R1	904.8	904.8	903.3	902.8
PP	900.8	900.8	900.8	899.8
S1	898.8	898.8	902.0	896.8
S2	894.8	894.8	901.5
S3	888.8	892.8	901.0
S4	882.8	886.8	899.3

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%	5.0	0.6%	63%	False	False	24
10	908.0	891.1	16.9	1.9%	3.3	0.4%	68%	False	False	16
20	908.0	868.0	40.0	4.4%	2.0	0.2%	87%	False	False	9

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	928.5
2.618	918.5
1.618	912.5
1.000	909.0
0.618	906.5
HIGH	903.0
0.618	900.5
0.500	900.0
0.382	899.3
LOW	897.0
0.618	893.3
1.000	891.0
1.618	887.3
2.618	881.3
4.250	871.5

Fisher Pivots for day following 07-Feb-2013
Pivot	1 day	3 day
R1	901.8	902.0
PP	900.8	901.5
S1	900.0	901.0

Download as Excel Spreadsheet

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

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