ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 856.7 870.7 14.0 1.6% 847.2
High 873.5 876.9 3.4 0.4% 847.8
Low 856.6 867.7 11.1 1.3% 823.3
Close 872.9 871.5 -1.4 -0.2% 824.7
Range 16.9 9.2 -7.7 -45.6% 24.5
ATR 12.5 12.3 -0.2 -1.9% 0.0
Volume 146,330 97,855 -48,475 -33.1% 231,420
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 899.8 894.8 876.5
R3 890.5 885.5 874.0
R2 881.3 881.3 873.3
R1 876.3 876.3 872.3 878.8
PP 872.0 872.0 872.0 873.3
S1 867.3 867.3 870.8 869.5
S2 862.8 862.8 869.8
S3 853.8 858.0 869.0
S4 844.5 848.8 866.5
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
5 876.9 823.1 53.8 6.2% 16.5 1.9% 90% True False 98,076
10 876.9 823.1 53.8 6.2% 13.8 1.6% 90% True False 95,200
20 876.9 810.9 66.0 7.6% 11.8 1.4% 92% True False 77,824
40 876.9 760.1 116.8 13.4% 8.5 1.0% 95% True False 38,936
60 876.9 760.1 116.8 13.4% 6.0 0.7% 95% True False 25,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 916.0
2.618 901.0
1.618 891.8
1.000 886.0
0.618 882.5
HIGH 877.0
0.618 873.5
0.500 872.3
0.382 871.3
LOW 867.8
0.618 862.0
1.000 858.5
1.618 852.8
2.618 843.5
4.250 828.5
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 872.3 864.3
PP 872.0 857.3
S1 871.8 850.0

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

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