ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 09-Apr-2013

Day Change Summary
	Previous	Current
	08-Apr-2013	09-Apr-2013	Change	Change %	Previous Week
Open	920.0	926.0	6.0	0.7%	931.1
High	925.3	926.0	0.7	0.1%	931.1
Low	920.0	926.0	6.0	0.7%	912.3
Close	926.6	922.2	-4.4	-0.5%	915.7
Range	5.3	0.0	-5.3	-100.0%	18.8
ATR
Volume	21	25	4	19.0%	12

Daily Pivots for day following 09-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	924.8	923.5	922.3
R3	924.8	923.5	922.3
R2	924.8	924.8	922.3
R1	923.5	923.5	922.3	924.0
PP	924.8	924.8	924.8	925.0
S1	923.5	923.5	922.3	924.0
S2	924.8	924.8	922.3
S3	924.8	923.5	922.3
S4	924.8	923.5	922.3

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	926.0	912.3	13.7	1.5%	2.8	0.3%	72%	True	False	10
10	944.9	912.3	32.6	3.5%	1.5	0.2%	30%	False	False	6

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	True
Stretch	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	926.0
2.618	926.0
1.618	926.0
1.000	926.0
0.618	926.0
HIGH	926.0
0.618	926.0
0.500	926.0
0.382	926.0
LOW	926.0
0.618	926.0
1.000	926.0
1.618	926.0
2.618	926.0
4.250	926.0

Fisher Pivots for day following 09-Apr-2013
Pivot	1 day	3 day
R1	926.0	921.8
PP	924.8	921.3
S1	923.5	920.8

Download as Excel Spreadsheet

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

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