ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 12-Feb-2013

Day Change Summary
	Previous	Current
	11-Feb-2013	12-Feb-2013	Change	Change %	Previous Week
Open	905.0	906.5	1.5	0.2%	899.5
High	905.0	912.5	7.5	0.8%	907.9
Low	905.0	906.5	1.5	0.2%	893.3
Close	908.1	912.2	4.1	0.5%	908.6
Range	0.0	6.0	6.0		14.6
ATR	5.9	5.9	0.0	0.1%	0.0
Volume	24	3	-21	-87.5%	104

Daily Pivots for day following 12-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	928.5	926.3	915.5
R3	922.5	920.3	913.8
R2	916.5	916.5	913.3
R1	914.3	914.3	912.8	915.3
PP	910.5	910.5	910.5	911.0
S1	908.3	908.3	911.8	909.3
S2	904.5	904.5	911.0
S3	898.5	902.3	910.5
S4	892.5	896.3	909.0

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	947.0	942.5	916.8
R3	932.5	927.8	912.5
R2	917.8	917.8	911.3
R1	913.3	913.3	910.0	915.5
PP	903.3	903.3	903.3	904.5
S1	898.8	898.8	907.3	901.0
S2	888.8	888.8	906.0
S3	874.0	884.0	904.5
S4	859.5	869.5	900.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	912.5	896.9	15.6	1.7%	4.5	0.5%	98%	True	False	25
10	912.5	891.1	21.4	2.3%	4.3	0.5%	99%	True	False	19
20	912.5	875.7	36.8	4.0%	2.5	0.3%	99%	True	False	11
40	912.5	820.7	91.8	10.1%	1.5	0.2%	100%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	938.0
2.618	928.3
1.618	922.3
1.000	918.5
0.618	916.3
HIGH	912.5
0.618	910.3
0.500	909.5
0.382	908.8
LOW	906.5
0.618	902.8
1.000	900.5
1.618	896.8
2.618	890.8
4.250	881.0

Fisher Pivots for day following 12-Feb-2013
Pivot	1 day	3 day
R1	911.3	911.0
PP	910.5	909.5
S1	909.5	908.3

Download as Excel Spreadsheet

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

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