ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 898.0 903.5 5.5 0.6% 892.6
High 904.7 907.2 2.5 0.3% 904.7
Low 896.6 898.6 2.0 0.2% 888.4
Close 903.2 905.1 1.9 0.2% 903.2
Range 8.1 8.6 0.5 6.2% 16.3
ATR 9.8 9.7 -0.1 -0.9% 0.0
Volume 95,919 93,721 -2,198 -2.3% 333,740
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 929.5 925.8 909.8
R3 920.8 917.3 907.5
R2 912.3 912.3 906.8
R1 908.8 908.8 906.0 910.5
PP 903.8 903.8 903.8 904.5
S1 900.0 900.0 904.3 901.8
S2 895.0 895.0 903.5
S3 886.5 891.5 902.8
S4 877.8 882.8 900.3
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
5 907.2 888.4 18.8 2.1% 9.5 1.0% 89% True False 85,492
10 907.2 870.8 36.4 4.0% 9.3 1.0% 94% True False 76,696
20 907.2 823.1 84.1 9.3% 10.0 1.1% 98% True False 81,795
40 907.2 809.5 97.7 10.8% 10.3 1.1% 98% True False 69,961
60 907.2 760.1 147.1 16.3% 8.3 0.9% 99% True False 46,644
80 907.2 760.1 147.1 16.3% 6.3 0.7% 99% True False 34,991
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
4.250 943.8
2.618 929.8
1.618 921.0
1.000 915.8
0.618 912.5
HIGH 907.3
0.618 904.0
0.500 903.0
0.382 902.0
LOW 898.5
0.618 893.3
1.000 890.0
1.618 884.8
2.618 876.0
4.250 862.0
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 904.3 903.0
PP 903.8 901.0
S1 903.0 899.0

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

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