ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 08-Apr-2013

Day Change Summary
	Previous	Current
	05-Apr-2013	08-Apr-2013	Change	Change %	Previous Week
Open	915.7	920.0	4.3	0.5%	931.1
High	915.7	925.3	9.6	1.0%	931.1
Low	915.7	920.0	4.3	0.5%	912.3
Close	915.7	926.6	10.9	1.2%	915.7
Range	0.0	5.3	5.3		18.8
ATR
Volume	1	21	20	2,000.0%	12

Daily Pivots for day following 08-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	939.8	938.5	929.5
R3	934.5	933.3	928.0
R2	929.3	929.3	927.5
R1	928.0	928.0	927.0	928.5
PP	924.0	924.0	924.0	924.3
S1	922.8	922.8	926.0	923.3
S2	918.8	918.8	925.8
S3	913.3	917.3	925.3
S4	908.0	912.0	923.8

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	976.0	964.8	926.0
R3	957.3	946.0	920.8
R2	938.5	938.5	919.3
R1	927.0	927.0	917.5	923.5
PP	919.8	919.8	919.8	917.8
S1	908.3	908.3	914.0	904.5
S2	901.0	901.0	912.3
S3	882.0	889.5	910.5
S4	863.3	870.8	905.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	928.1	912.3	15.8	1.7%	2.8	0.3%	91%	False	False	6
10	944.9	912.3	32.6	3.5%	1.5	0.2%	44%	False	False	4

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	947.8
2.618	939.3
1.618	934.0
1.000	930.5
0.618	928.5
HIGH	925.3
0.618	923.3
0.500	922.8
0.382	922.0
LOW	920.0
0.618	916.8
1.000	914.8
1.618	911.5
2.618	906.0
4.250	897.5

Fisher Pivots for day following 08-Apr-2013
Pivot	1 day	3 day
R1	925.3	924.5
PP	924.0	922.5
S1	922.8	920.5

Download as Excel Spreadsheet

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

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