ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 878.1 879.8 1.7 0.2% 874.9
High 882.5 880.1 -2.4 -0.3% 882.5
Low 874.0 874.5 0.5 0.1% 868.1
Close 879.9 878.4 -1.5 -0.2% 878.4
Range 8.5 5.6 -2.9 -34.1% 14.4
ATR 10.6 10.3 -0.4 -3.4% 0.0
Volume 98,072 65,723 -32,349 -33.0% 387,072
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 894.5 892.0 881.5
R3 888.8 886.5 880.0
R2 883.3 883.3 879.5
R1 880.8 880.8 879.0 879.3
PP 877.8 877.8 877.8 877.0
S1 875.3 875.3 878.0 873.8
S2 872.0 872.0 877.3
S3 866.5 869.8 876.8
S4 860.8 864.0 875.3
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 919.5 913.3 886.3
R3 905.3 899.0 882.3
R2 890.8 890.8 881.0
R1 884.5 884.5 879.8 887.8
PP 876.3 876.3 876.3 878.0
S1 870.3 870.3 877.0 873.3
S2 862.0 862.0 875.8
S3 847.5 855.8 874.5
S4 833.3 841.3 870.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 882.5 868.1 14.4 1.6% 6.3 0.7% 72% False False 77,414
10 882.5 823.1 59.4 6.8% 10.8 1.2% 93% False False 86,894
20 882.5 817.4 65.1 7.4% 11.0 1.3% 94% False False 99,351
40 882.5 760.1 122.4 13.9% 9.0 1.0% 97% False False 50,792
60 882.5 760.1 122.4 13.9% 6.8 0.8% 97% False False 33,865
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 904.0
2.618 894.8
1.618 889.3
1.000 885.8
0.618 883.5
HIGH 880.0
0.618 878.0
0.500 877.3
0.382 876.8
LOW 874.5
0.618 871.0
1.000 869.0
1.618 865.5
2.618 859.8
4.250 850.8
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 878.0 878.3
PP 877.8 878.3
S1 877.3 878.0

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

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