ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 903.5 903.9 0.4 0.0% 892.6
High 907.2 907.4 0.2 0.0% 904.7
Low 898.6 901.3 2.7 0.3% 888.4
Close 905.1 907.1 2.0 0.2% 903.2
Range 8.6 6.1 -2.5 -29.1% 16.3
ATR 9.7 9.4 -0.3 -2.6% 0.0
Volume 93,721 81,017 -12,704 -13.6% 333,740
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 923.5 921.5 910.5
R3 917.5 915.3 908.8
R2 911.3 911.3 908.3
R1 909.3 909.3 907.8 910.3
PP 905.3 905.3 905.3 905.8
S1 903.3 903.3 906.5 904.3
S2 899.3 899.3 906.0
S3 893.0 897.0 905.5
S4 887.0 891.0 903.8
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
5 907.4 891.0 16.4 1.8% 8.5 0.9% 98% True False 86,567
10 907.4 870.8 36.6 4.0% 9.3 1.0% 99% True False 77,451
20 907.4 823.1 84.3 9.3% 9.5 1.1% 100% True False 82,782
40 907.4 810.9 96.5 10.6% 10.0 1.1% 100% True False 71,983
60 907.4 760.1 147.3 16.2% 8.0 0.9% 100% True False 47,995
80 907.4 760.1 147.3 16.2% 6.5 0.7% 100% True False 36,004
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 2.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 933.3
2.618 923.3
1.618 917.3
1.000 913.5
0.618 911.3
HIGH 907.5
0.618 905.0
0.500 904.3
0.382 903.8
LOW 901.3
0.618 897.5
1.000 895.3
1.618 891.5
2.618 885.3
4.250 875.5
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 906.3 905.5
PP 905.3 903.8
S1 904.3 902.0

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

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