ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 23-Apr-2013

Day Change Summary
	Previous	Current
	22-Apr-2013	23-Apr-2013	Change	Change %	Previous Week
Open	909.0	920.0	11.0	1.2%	895.3
High	909.0	920.0	11.0	1.2%	903.4
Low	909.0	917.3	8.3	0.9%	893.4
Close	908.2	923.3	15.1	1.7%	903.4
Range	0.0	2.7	2.7		10.0
ATR	8.7	8.9	0.2	2.5%	0.0
Volume	1	5	4	400.0%	5

Daily Pivots for day following 23-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	928.3	928.5	924.8
R3	925.5	925.8	924.0
R2	923.0	923.0	923.8
R1	923.0	923.0	923.5	923.0
PP	920.3	920.3	920.3	920.3
S1	920.5	920.5	923.0	920.3
S2	917.5	917.5	922.8
S3	914.8	917.8	922.5
S4	912.0	915.0	921.8

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	930.0	926.8	909.0
R3	920.0	916.8	906.3
R2	910.0	910.0	905.3
R1	906.8	906.8	904.3	908.5
PP	900.0	900.0	900.0	901.0
S1	896.8	896.8	902.5	898.5
S2	890.0	890.0	901.5
S3	880.0	886.8	900.8
S4	870.0	876.8	898.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	920.0	893.4	26.6	2.9%	0.5	0.1%	112%	True	False	1
10	939.5	893.4	46.1	5.0%	0.3	0.0%	65%	False	False	1
20	944.9	893.4	51.5	5.6%	0.8	0.1%	58%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	931.5
2.618	927.0
1.618	924.3
1.000	922.8
0.618	921.8
HIGH	920.0
0.618	919.0
0.500	918.8
0.382	918.3
LOW	917.3
0.618	915.8
1.000	914.5
1.618	913.0
2.618	910.3
4.250	905.8

Fisher Pivots for day following 23-Apr-2013
Pivot	1 day	3 day
R1	921.8	919.5
PP	920.3	915.5
S1	918.8	911.8

Download as Excel Spreadsheet

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

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