ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 879.8 877.8 -2.0 -0.2% 874.9
High 880.1 881.2 1.1 0.1% 882.5
Low 874.5 875.1 0.6 0.1% 868.1
Close 878.4 877.7 -0.7 -0.1% 878.4
Range 5.6 6.1 0.5 8.9% 14.4
ATR 10.3 10.0 -0.3 -2.9% 0.0
Volume 65,723 73,463 7,740 11.8% 387,072
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 896.3 893.0 881.0
R3 890.3 887.0 879.5
R2 884.0 884.0 878.8
R1 881.0 881.0 878.3 879.5
PP 878.0 878.0 878.0 877.3
S1 874.8 874.8 877.3 873.3
S2 872.0 872.0 876.5
S3 865.8 868.8 876.0
S4 859.8 862.5 874.3
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% 6.5 0.7% 67% False False 77,155
10 882.5 823.1 59.4 6.8% 10.0 1.1% 92% False False 88,113
20 882.5 817.4 65.1 7.4% 10.8 1.2% 93% False False 98,245
40 882.5 760.1 122.4 13.9% 9.0 1.0% 96% False False 52,628
60 882.5 760.1 122.4 13.9% 6.8 0.8% 96% False False 35,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 907.0
2.618 897.3
1.618 891.0
1.000 887.3
0.618 885.0
HIGH 881.3
0.618 878.8
0.500 878.3
0.382 877.5
LOW 875.0
0.618 871.3
1.000 869.0
1.618 865.3
2.618 859.3
4.250 849.3
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 878.3 878.3
PP 878.0 878.0
S1 877.8 878.0

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

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