ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 824.2 856.7 32.5 3.9% 847.2
High 850.5 873.5 23.0 2.7% 847.8
Low 823.1 856.6 33.5 4.1% 823.3
Close 846.6 872.9 26.3 3.1% 824.7
Range 27.4 16.9 -10.5 -38.3% 24.5
ATR 11.4 12.5 1.1 9.7% 0.0
Volume 89,247 146,330 57,083 64.0% 231,420
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 918.3 912.5 882.3
R3 901.5 895.8 877.5
R2 884.5 884.5 876.0
R1 878.8 878.8 874.5 881.8
PP 867.8 867.8 867.8 869.0
S1 861.8 861.8 871.3 864.8
S2 850.8 850.8 869.8
S3 833.8 845.0 868.3
S4 817.0 828.0 863.5
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 905.5 889.5 838.3
R3 881.0 865.0 831.5
R2 856.5 856.5 829.3
R1 840.5 840.5 827.0 836.3
PP 832.0 832.0 832.0 829.8
S1 816.0 816.0 822.5 811.8
S2 807.5 807.5 820.3
S3 783.0 791.5 818.0
S4 758.5 767.0 811.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.5 823.1 50.4 5.8% 16.8 1.9% 99% True False 87,540
10 873.5 823.1 50.4 5.8% 14.3 1.6% 99% True False 104,089
20 873.5 810.9 62.6 7.2% 11.8 1.3% 99% True False 72,940
40 873.5 760.1 113.4 13.0% 8.5 1.0% 99% True False 36,490
60 873.5 760.1 113.4 13.0% 6.0 0.7% 99% True False 24,336
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 False
Stretch 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 945.3
2.618 917.8
1.618 900.8
1.000 890.5
0.618 884.0
HIGH 873.5
0.618 867.0
0.500 865.0
0.382 863.0
LOW 856.5
0.618 846.3
1.000 839.8
1.618 829.3
2.618 812.3
4.250 784.8
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 870.3 864.8
PP 867.8 856.5
S1 865.0 848.3

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

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