ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 882.6 880.5 -2.1 -0.2% 874.9
High 882.8 889.6 6.8 0.8% 882.5
Low 876.7 876.5 -0.2 0.0% 868.1
Close 879.3 887.9 8.6 1.0% 878.4
Range 6.1 13.1 7.0 114.8% 14.4
ATR 9.9 10.1 0.2 2.3% 0.0
Volume 67,295 89,518 22,223 33.0% 387,072
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 924.0 919.0 895.0
R3 910.8 906.0 891.5
R2 897.8 897.8 890.3
R1 892.8 892.8 889.0 895.3
PP 884.8 884.8 884.8 886.0
S1 879.8 879.8 886.8 882.3
S2 871.5 871.5 885.5
S3 858.5 866.8 884.3
S4 845.3 853.5 880.8
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
5 889.6 870.8 18.8 2.1% 8.8 1.0% 91% True False 80,529
10 889.6 868.1 21.5 2.4% 7.8 0.9% 92% True False 81,116
20 889.6 823.1 66.5 7.5% 10.8 1.2% 97% True False 88,158
40 889.6 788.0 101.6 11.4% 9.3 1.0% 98% True False 59,213
60 889.6 760.1 129.5 14.6% 7.3 0.8% 99% True False 39,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 945.3
2.618 924.0
1.618 910.8
1.000 902.8
0.618 897.8
HIGH 889.5
0.618 884.5
0.500 883.0
0.382 881.5
LOW 876.5
0.618 868.5
1.000 863.5
1.618 855.3
2.618 842.3
4.250 820.8
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 886.3 885.3
PP 884.8 882.8
S1 883.0 880.3

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

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