ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 05-Mar-2013

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	908.9	915.4	6.5	0.7%	912.0
High	913.8	924.9	11.1	1.2%	916.0
Low	903.8	913.5	9.7	1.1%	889.0
Close	912.9	922.3	9.4	1.0%	910.5
Range	10.0	11.4	1.4	14.0%	27.0
ATR	9.3	9.5	0.2	2.0%	0.0
Volume	4,587	13,410	8,823	192.3%	1,050

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	954.5	949.8	928.5
R3	943.0	938.3	925.5
R2	931.8	931.8	924.5
R1	927.0	927.0	923.3	929.3
PP	920.3	920.3	920.3	921.5
S1	915.5	915.5	921.3	918.0
S2	908.8	908.8	920.3
S3	897.5	904.3	919.3
S4	886.0	892.8	916.0

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	986.3	975.3	925.3
R3	959.3	948.3	918.0
R2	932.3	932.3	915.5
R1	921.3	921.3	913.0	913.3
PP	905.3	905.3	905.3	901.0
S1	894.3	894.3	908.0	886.3
S2	878.3	878.3	905.5
S3	851.3	867.3	903.0
S4	824.3	840.3	895.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	924.9	893.2	31.7	3.4%	12.3	1.3%	92%	True	False	3,705
10	929.9	889.0	40.9	4.4%	13.5	1.5%	81%	False	False	1,911
20	929.9	889.0	40.9	4.4%	8.8	1.0%	81%	False	False	965
40	929.9	868.0	61.9	6.7%	5.3	0.6%	88%	False	False	485

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	2.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	973.3
2.618	954.8
1.618	943.3
1.000	936.3
0.618	932.0
HIGH	925.0
0.618	920.5
0.500	919.3
0.382	917.8
LOW	913.5
0.618	906.5
1.000	902.0
1.618	895.0
2.618	883.8
4.250	865.0

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	921.3	918.3
PP	920.3	914.3
S1	919.3	910.0

Download as Excel Spreadsheet

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

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