ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 871.9 874.9 3.0 0.3% 824.2
High 878.7 875.0 -3.7 -0.4% 878.7
Low 870.0 870.3 0.3 0.0% 823.1
Close 873.7 874.2 0.5 0.1% 873.7
Range 8.7 4.7 -4.0 -46.0% 55.6
ATR 12.0 11.5 -0.5 -4.4% 0.0
Volume 87,166 74,756 -12,410 -14.2% 420,598
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 887.3 885.5 876.8
R3 882.5 880.8 875.5
R2 877.8 877.8 875.0
R1 876.0 876.0 874.8 874.5
PP 873.3 873.3 873.3 872.5
S1 871.3 871.3 873.8 870.0
S2 868.5 868.5 873.3
S3 863.8 866.8 873.0
S4 859.0 862.0 871.5
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% 13.5 1.5% 92% False False 99,070
10 878.7 823.1 55.6 6.4% 13.0 1.5% 92% False False 84,565
20 878.7 814.8 63.9 7.3% 11.5 1.3% 93% False False 85,788
40 878.7 760.1 118.6 13.6% 8.8 1.0% 96% False False 42,984
60 878.7 760.1 118.6 13.6% 6.3 0.7% 96% False False 28,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 895.0
2.618 887.3
1.618 882.5
1.000 879.8
0.618 878.0
HIGH 875.0
0.618 873.3
0.500 872.8
0.382 872.0
LOW 870.3
0.618 867.5
1.000 865.5
1.618 862.8
2.618 858.0
4.250 850.3
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 873.8 873.8
PP 873.3 873.5
S1 872.8 873.3

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

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