ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 898.3 891.0 -7.3 -0.8% 877.8
High 898.8 903.1 4.3 0.5% 891.7
Low 891.3 891.0 -0.3 0.0% 870.8
Close 895.7 899.2 3.5 0.4% 891.0
Range 7.5 12.1 4.6 61.3% 20.9
ATR 9.7 9.9 0.2 1.7% 0.0
Volume 65,053 97,129 32,076 49.3% 339,500
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 934.0 928.8 905.8
R3 922.0 916.8 902.5
R2 909.8 909.8 901.5
R1 904.5 904.5 900.3 907.3
PP 897.8 897.8 897.8 899.0
S1 892.5 892.5 898.0 895.0
S2 885.8 885.8 897.0
S3 873.5 880.3 895.8
S4 861.5 868.3 892.5
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
5 903.1 876.5 26.6 3.0% 10.0 1.1% 85% True False 65,983
10 903.1 870.8 32.3 3.6% 8.8 1.0% 88% True False 74,111
20 903.1 823.1 80.0 8.9% 10.5 1.2% 95% True False 79,355
40 903.1 797.0 106.1 11.8% 10.3 1.1% 96% True False 65,222
60 903.1 760.1 143.0 15.9% 7.8 0.9% 97% True False 43,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 954.5
2.618 934.8
1.618 922.8
1.000 915.3
0.618 910.5
HIGH 903.0
0.618 898.5
0.500 897.0
0.382 895.5
LOW 891.0
0.618 883.5
1.000 879.0
1.618 871.5
2.618 859.3
4.250 839.5
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 898.5 898.0
PP 897.8 897.0
S1 897.0 895.8

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

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