ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	1,099.8	1,099.6	-0.2	0.0%	1,098.6
High	1,107.2	1,119.3	12.1	1.1%	1,115.2
Low	1,093.9	1,096.5	2.6	0.2%	1,090.7
Close	1,099.0	1,118.4	19.4	1.8%	1,114.3
Range	13.3	22.8	9.5	71.4%	24.5
ATR	14.9	15.4	0.6	3.8%	0.0
Volume	115,127	107,141	-7,986	-6.9%	414,210

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,179.8	1,172.0	1,131.0
R3	1,157.0	1,149.0	1,124.8
R2	1,134.3	1,134.3	1,122.5
R1	1,126.3	1,126.3	1,120.5	1,130.3
PP	1,111.5	1,111.5	1,111.5	1,113.5
S1	1,103.5	1,103.5	1,116.3	1,107.5
S2	1,088.5	1,088.5	1,114.3
S3	1,065.8	1,080.8	1,112.3
S4	1,043.0	1,058.0	1,105.8

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,180.3	1,171.8	1,127.8
R3	1,155.8	1,147.3	1,121.0
R2	1,131.3	1,131.3	1,118.8
R1	1,122.8	1,122.8	1,116.5	1,127.0
PP	1,106.8	1,106.8	1,106.8	1,108.8
S1	1,098.3	1,098.3	1,112.0	1,102.5
S2	1,082.3	1,082.3	1,109.8
S3	1,057.8	1,073.8	1,107.5
S4	1,033.3	1,049.3	1,100.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,119.6	1,093.9	25.7	2.3%	15.8	1.4%	95%	False	False	101,822
10	1,119.6	1,074.6	45.0	4.0%	15.5	1.4%	97%	False	False	98,138
20	1,123.0	1,074.6	48.4	4.3%	15.5	1.4%	90%	False	False	101,102
40	1,123.0	1,034.7	88.3	7.9%	15.3	1.4%	95%	False	False	103,557
60	1,123.0	1,003.2	119.8	10.7%	14.3	1.3%	96%	False	False	91,178
80	1,123.0	1,003.2	119.8	10.7%	11.8	1.0%	96%	False	False	68,385
100	1,123.0	993.6	129.4	11.6%	9.5	0.8%	96%	False	False	54,708

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	4.3
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,216.3
2.618	1,179.0
1.618	1,156.3
1.000	1,142.0
0.618	1,133.5
HIGH	1,119.3
0.618	1,110.5
0.500	1,108.0
0.382	1,105.3
LOW	1,096.5
0.618	1,082.5
1.000	1,073.8
1.618	1,059.5
2.618	1,036.8
4.250	999.5

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	1,115.0	1,114.5
PP	1,111.5	1,110.5
S1	1,108.0	1,106.5

Download as Excel Spreadsheet

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

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