ICE Russell 2000 Mini Future June 2013

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

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	922.6	923.9	1.3	0.1%	912.0
High	927.6	932.1	4.5	0.5%	916.0
Low	922.6	923.7	1.1	0.1%	889.0
Close	924.7	931.2	6.5	0.7%	910.5
Range	5.0	8.4	3.4	68.0%	27.0
ATR	9.2	9.2	-0.1	-0.6%	0.0
Volume	63,683	76,603	12,920	20.3%	1,050

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	954.3	951.0	935.8
R3	945.8	942.8	933.5
R2	937.5	937.5	932.8
R1	934.3	934.3	932.0	935.8
PP	929.0	929.0	929.0	929.8
S1	926.0	926.0	930.5	927.5
S2	920.5	920.5	929.8
S3	912.3	917.5	929.0
S4	903.8	909.0	926.5

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	932.1	895.3	36.8	4.0%	10.0	1.1%	98%	True	False	31,731
10	932.1	889.0	43.1	4.6%	11.5	1.2%	98%	True	False	15,935
20	932.1	889.0	43.1	4.6%	8.8	0.9%	98%	True	False	7,975
40	932.1	868.0	64.1	6.9%	5.5	0.6%	99%	True	False	3,992

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	2.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	967.8
2.618	954.0
1.618	945.8
1.000	940.5
0.618	937.3
HIGH	932.0
0.618	929.0
0.500	928.0
0.382	927.0
LOW	923.8
0.618	918.5
1.000	915.3
1.618	910.0
2.618	901.8
4.250	888.0

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	930.0	928.5
PP	929.0	925.5
S1	928.0	922.8

Download as Excel Spreadsheet

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

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