ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	1,117.2	1,115.3	-1.9	-0.2%	1,112.0
High	1,120.0	1,121.2	1.2	0.1%	1,120.5
Low	1,111.2	1,109.9	-1.3	-0.1%	1,103.2
Close	1,115.6	1,116.8	1.2	0.1%	1,115.6
Range	8.8	11.3	2.5	28.4%	17.3
ATR	13.6	13.4	-0.2	-1.2%	0.0
Volume	76,533	72,986	-3,547	-4.6%	451,565

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,149.8	1,144.8	1,123.0
R3	1,138.5	1,133.3	1,120.0
R2	1,127.3	1,127.3	1,118.8
R1	1,122.0	1,122.0	1,117.8	1,124.8
PP	1,116.0	1,116.0	1,116.0	1,117.3
S1	1,110.8	1,110.8	1,115.8	1,113.3
S2	1,104.8	1,104.8	1,114.8
S3	1,093.3	1,099.5	1,113.8
S4	1,082.0	1,088.3	1,110.5

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,165.0	1,157.5	1,125.0
R3	1,147.8	1,140.3	1,120.3
R2	1,130.5	1,130.5	1,118.8
R1	1,123.0	1,123.0	1,117.3	1,126.8
PP	1,113.0	1,113.0	1,113.0	1,115.0
S1	1,105.8	1,105.8	1,114.0	1,109.5
S2	1,095.8	1,095.8	1,112.5
S3	1,078.5	1,088.5	1,110.8
S4	1,061.3	1,071.0	1,106.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,121.2	1,103.2	18.0	1.6%	10.3	0.9%	76%	True	False	88,409
10	1,121.2	1,074.1	47.1	4.2%	11.8	1.1%	91%	True	False	92,355
20	1,121.2	1,034.7	86.5	7.7%	14.5	1.3%	95%	True	False	103,664
40	1,121.2	1,003.2	118.0	10.6%	13.8	1.2%	96%	True	False	89,954
60	1,121.2	1,003.2	118.0	10.6%	10.5	0.9%	96%	True	False	59,971
80	1,121.2	1,003.2	118.0	10.6%	8.0	0.7%	96%	True	False	44,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,169.3
2.618	1,150.8
1.618	1,139.5
1.000	1,132.5
0.618	1,128.3
HIGH	1,121.3
0.618	1,117.0
0.500	1,115.5
0.382	1,114.3
LOW	1,110.0
0.618	1,103.0
1.000	1,098.5
1.618	1,091.5
2.618	1,080.3
4.250	1,062.0

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	1,116.5	1,116.3
PP	1,116.0	1,115.5
S1	1,115.5	1,115.0

Download as Excel Spreadsheet

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

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