ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 880.5 887.3 6.8 0.8% 877.8
High 889.6 891.7 2.1 0.2% 891.7
Low 876.5 885.7 9.2 1.0% 870.8
Close 887.9 891.0 3.1 0.3% 891.0
Range 13.1 6.0 -7.1 -54.2% 20.9
ATR 10.1 9.8 -0.3 -2.9% 0.0
Volume 89,518 2,576 -86,942 -97.1% 339,500
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 907.5 905.3 894.3
R3 901.5 899.3 892.8
R2 895.5 895.5 892.0
R1 893.3 893.3 891.5 894.3
PP 889.5 889.5 889.5 890.0
S1 887.3 887.3 890.5 888.3
S2 883.5 883.5 890.0
S3 877.5 881.3 889.3
S4 871.5 875.3 887.8
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 947.3 940.0 902.5
R3 926.3 919.0 896.8
R2 905.5 905.5 894.8
R1 898.3 898.3 893.0 901.8
PP 884.5 884.5 884.5 886.3
S1 877.3 877.3 889.0 881.0
S2 863.5 863.5 887.3
S3 842.8 856.5 885.3
S4 821.8 835.5 879.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 891.7 870.8 20.9 2.3% 8.8 1.0% 97% True False 67,900
10 891.7 868.1 23.6 2.6% 7.5 0.8% 97% True False 72,657
20 891.7 823.1 68.6 7.7% 10.8 1.2% 99% True False 80,736
40 891.7 788.0 103.7 11.6% 9.5 1.1% 99% True False 59,277
60 891.7 760.1 131.6 14.8% 7.3 0.8% 99% True False 39,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 917.3
2.618 907.5
1.618 901.5
1.000 897.8
0.618 895.5
HIGH 891.8
0.618 889.5
0.500 888.8
0.382 888.0
LOW 885.8
0.618 882.0
1.000 879.8
1.618 876.0
2.618 870.0
4.250 860.3
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 890.3 888.8
PP 889.5 886.5
S1 888.8 884.0

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

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