ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 891.0 898.0 7.0 0.8% 892.6
High 903.1 904.7 1.6 0.2% 904.7
Low 891.0 896.6 5.6 0.6% 888.4
Close 899.2 903.2 4.0 0.4% 903.2
Range 12.1 8.1 -4.0 -33.1% 16.3
ATR 9.9 9.8 -0.1 -1.3% 0.0
Volume 97,129 95,919 -1,210 -1.2% 333,740
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 925.8 922.5 907.8
R3 917.8 914.5 905.5
R2 909.5 909.5 904.8
R1 906.5 906.5 904.0 908.0
PP 901.5 901.5 901.5 902.3
S1 898.3 898.3 902.5 900.0
S2 893.5 893.5 901.8
S3 885.3 890.3 901.0
S4 877.3 882.0 898.8
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 947.8 941.8 912.3
R3 931.3 925.5 907.8
R2 915.0 915.0 906.3
R1 909.3 909.3 904.8 912.0
PP 898.8 898.8 898.8 900.3
S1 892.8 892.8 901.8 895.8
S2 882.5 882.5 900.3
S3 866.3 876.5 898.8
S4 849.8 860.3 894.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 904.7 885.7 19.0 2.1% 9.0 1.0% 92% True False 67,263
10 904.7 870.8 33.9 3.8% 8.8 1.0% 96% True False 73,896
20 904.7 823.1 81.6 9.0% 10.3 1.1% 98% True False 81,892
40 904.7 797.0 107.7 11.9% 10.3 1.1% 99% True False 67,620
60 904.7 760.1 144.6 16.0% 8.0 0.9% 99% True False 45,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 939.0
2.618 926.0
1.618 917.8
1.000 912.8
0.618 909.8
HIGH 904.8
0.618 901.5
0.500 900.8
0.382 899.8
LOW 896.5
0.618 891.5
1.000 888.5
1.618 883.5
2.618 875.5
4.250 862.3
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 902.3 901.5
PP 901.5 899.8
S1 900.8 897.8

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

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