ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	939.8	949.3	9.5	1.0%	937.0
High	949.5	951.0	1.5	0.2%	951.0
Low	939.7	945.1	5.4	0.6%	933.3
Close	948.8	948.5	-0.3	0.0%	948.5
Range	9.8	5.9	-3.9	-39.8%	17.7
ATR	8.8	8.5	-0.2	-2.3%	0.0
Volume	93,731	98,882	5,151	5.5%	605,061

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	966.0	963.0	951.8
R3	960.0	957.3	950.0
R2	954.0	954.0	949.5
R1	951.3	951.3	949.0	949.8
PP	948.3	948.3	948.3	947.5
S1	945.5	945.5	948.0	943.8
S2	942.3	942.3	947.5
S3	936.5	939.5	947.0
S4	930.5	933.5	945.3

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	997.3	990.8	958.3
R3	979.8	973.0	953.3
R2	962.0	962.0	951.8
R1	955.3	955.3	950.0	958.5
PP	944.3	944.3	944.3	946.0
S1	937.5	937.5	947.0	941.0
S2	926.5	926.5	945.3
S3	908.8	919.8	943.8
S4	891.3	902.3	938.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	951.0	933.3	17.7	1.9%	7.0	0.7%	86%	True	False	121,012
10	951.0	903.8	47.2	5.0%	8.0	0.8%	95%	True	False	93,919
20	951.0	889.0	62.0	6.5%	10.0	1.1%	96%	True	False	47,016
40	951.0	888.0	63.0	6.6%	6.5	0.7%	96%	True	False	23,514
60	951.0	820.7	130.3	13.7%	4.5	0.5%	98%	True	False	15,678

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	1.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	976.0
2.618	966.5
1.618	960.5
1.000	957.0
0.618	954.8
HIGH	951.0
0.618	948.8
0.500	948.0
0.382	947.3
LOW	945.0
0.618	941.5
1.000	939.3
1.618	935.5
2.618	929.8
4.250	920.0

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	948.3	946.5
PP	948.3	944.5
S1	948.0	942.5

Download as Excel Spreadsheet

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

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