ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 874.0 874.0 0.0 0.0% 824.2
High 875.3 879.0 3.7 0.4% 878.7
Low 868.1 873.6 5.5 0.6% 823.1
Close 873.6 877.8 4.2 0.5% 873.7
Range 7.2 5.4 -1.8 -25.0% 55.6
ATR 11.2 10.8 -0.4 -3.7% 0.0
Volume 72,390 76,131 3,741 5.2% 420,598
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 893.0 890.8 880.8
R3 887.5 885.5 879.3
R2 882.3 882.3 878.8
R1 880.0 880.0 878.3 881.0
PP 876.8 876.8 876.8 877.3
S1 874.5 874.5 877.3 875.8
S2 871.5 871.5 876.8
S3 866.0 869.3 876.3
S4 860.5 863.8 874.8
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
5 879.0 867.7 11.3 1.3% 7.0 0.8% 89% True False 81,659
10 879.0 823.1 55.9 6.4% 12.0 1.4% 98% True False 84,600
20 879.0 817.4 61.6 7.0% 11.5 1.3% 98% True False 92,966
40 879.0 760.1 118.9 13.5% 9.0 1.0% 99% True False 46,697
60 879.0 760.1 118.9 13.5% 6.5 0.7% 99% True False 31,135
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.0
2.618 893.3
1.618 887.8
1.000 884.5
0.618 882.3
HIGH 879.0
0.618 877.0
0.500 876.3
0.382 875.8
LOW 873.5
0.618 870.3
1.000 868.3
1.618 864.8
2.618 859.5
4.250 850.8
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 877.3 876.5
PP 876.8 875.0
S1 876.3 873.5

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

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