ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 870.7 871.9 1.2 0.1% 824.2
High 876.9 878.7 1.8 0.2% 878.7
Low 867.7 870.0 2.3 0.3% 823.1
Close 871.5 873.7 2.2 0.3% 873.7
Range 9.2 8.7 -0.5 -5.4% 55.6
ATR 12.3 12.0 -0.3 -2.1% 0.0
Volume 97,855 87,166 -10,689 -10.9% 420,598
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 900.3 895.8 878.5
R3 891.5 887.0 876.0
R2 882.8 882.8 875.3
R1 878.3 878.3 874.5 880.5
PP 874.3 874.3 874.3 875.3
S1 869.5 869.5 873.0 871.8
S2 865.5 865.5 872.0
S3 856.8 860.8 871.3
S4 848.0 852.3 869.0
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,025.3 1,005.0 904.3
R3 969.8 949.5 889.0
R2 914.0 914.0 884.0
R1 894.0 894.0 878.8 904.0
PP 858.5 858.5 858.5 863.5
S1 838.3 838.3 868.5 848.5
S2 803.0 803.0 863.5
S3 747.3 782.8 858.5
S4 691.8 727.0 843.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 878.7 823.1 55.6 6.4% 15.3 1.8% 91% True False 96,374
10 878.7 823.1 55.6 6.4% 13.8 1.6% 91% True False 88,816
20 878.7 813.4 65.3 7.5% 11.8 1.3% 92% True False 82,152
40 878.7 760.1 118.6 13.6% 8.5 1.0% 96% True False 41,115
60 878.7 760.1 118.6 13.6% 6.0 0.7% 96% True False 27,418
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 915.8
2.618 901.5
1.618 892.8
1.000 887.5
0.618 884.0
HIGH 878.8
0.618 875.5
0.500 874.3
0.382 873.3
LOW 870.0
0.618 864.5
1.000 861.3
1.618 856.0
2.618 847.3
4.250 833.0
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 874.3 871.8
PP 874.3 869.8
S1 874.0 867.8

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

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