ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 887.3 892.6 5.3 0.6% 877.8
High 891.7 899.4 7.7 0.9% 891.7
Low 885.7 888.4 2.7 0.3% 870.8
Close 891.0 898.3 7.3 0.8% 891.0
Range 6.0 11.0 5.0 83.3% 20.9
ATR 9.8 9.9 0.1 0.9% 0.0
Volume 2,576 75,639 73,063 2,836.3% 339,500
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 928.3 924.3 904.3
R3 917.3 913.3 901.3
R2 906.3 906.3 900.3
R1 902.3 902.3 899.3 904.3
PP 895.3 895.3 895.3 896.5
S1 891.3 891.3 897.3 893.3
S2 884.3 884.3 896.3
S3 873.3 880.3 895.3
S4 862.3 869.3 892.3
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
5 899.4 870.8 28.6 3.2% 9.8 1.1% 96% True False 68,335
10 899.4 868.1 31.3 3.5% 8.3 0.9% 96% True False 72,745
20 899.4 823.1 76.3 8.5% 10.8 1.2% 99% True False 78,655
40 899.4 788.0 111.4 12.4% 9.8 1.1% 99% True False 61,168
60 899.4 760.1 139.3 15.5% 7.5 0.8% 99% True False 40,781
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 946.3
2.618 928.3
1.618 917.3
1.000 910.5
0.618 906.3
HIGH 899.5
0.618 895.3
0.500 894.0
0.382 892.5
LOW 888.5
0.618 881.5
1.000 877.5
1.618 870.5
2.618 859.5
4.250 841.8
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 896.8 894.8
PP 895.3 891.5
S1 894.0 888.0

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

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