ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	934.4	928.6	-5.8	-0.6%	909.0
High	934.4	928.6	-5.8	-0.6%	934.4
Low	934.4	928.6	-5.8	-0.6%	909.0
Close	934.4	928.6	-5.8	-0.6%	928.6
Range
ATR	8.5	8.3	-0.2	-2.3%	0.0
Volume	5	5	0	0.0%	21

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	928.5	928.5	928.5
R3	928.5	928.5	928.5
R2	928.5	928.5	928.5
R1	928.5	928.5	928.5	928.5
PP	928.5	928.5	928.5	928.5
S1	928.5	928.5	928.5	928.5
S2	928.5	928.5	928.5
S3	928.5	928.5	928.5
S4	928.5	928.5	928.5

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,000.3	989.8	942.5
R3	974.8	964.5	935.5
R2	949.5	949.5	933.3
R1	939.0	939.0	931.0	944.3
PP	924.0	924.0	924.0	926.5
S1	913.5	913.5	926.3	918.8
S2	898.5	898.5	924.0
S3	873.3	888.3	921.5
S4	847.8	862.8	914.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	934.4	909.0	25.4	2.7%	0.5	0.1%	77%	False	False	4
10	934.4	893.4	41.0	4.4%	0.3	0.0%	86%	False	False	2
20	939.5	893.4	46.1	5.0%	0.8	0.1%	76%	False	False	4

Crabel Price Patterns
NR	False
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	0.0

Fibonacci Retracements and Extensions
4.250	928.5
2.618	928.5
1.618	928.5
1.000	928.5
0.618	928.5
HIGH	928.5
0.618	928.5
0.500	928.5
0.382	928.5
LOW	928.5
0.618	928.5
1.000	928.5
1.618	928.5
2.618	928.5
4.250	928.5

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	928.5	930.5
PP	928.5	930.0
S1	928.5	929.3

Download as Excel Spreadsheet

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

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