ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 899.3 905.9 6.6 0.7% 903.5
High 908.6 910.2 1.6 0.2% 912.0
Low 898.3 899.6 1.3 0.1% 891.1
Close 905.7 909.2 3.5 0.4% 908.0
Range 10.3 10.6 0.3 2.9% 20.9
ATR 10.3 10.4 0.0 0.2% 0.0
Volume 80,220 90,703 10,483 13.1% 495,038
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 938.3 934.3 915.0
R3 927.5 923.8 912.0
R2 917.0 917.0 911.3
R1 913.0 913.0 910.3 915.0
PP 906.3 906.3 906.3 907.3
S1 902.5 902.5 908.3 904.5
S2 895.8 895.8 907.3
S3 885.3 891.8 906.3
S4 874.5 881.3 903.3
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 966.5 958.0 919.5
R3 945.5 937.3 913.8
R2 924.5 924.5 911.8
R1 916.3 916.3 910.0 920.5
PP 903.8 903.8 903.8 905.8
S1 895.5 895.5 906.0 899.5
S2 882.8 882.8 904.3
S3 862.0 874.5 902.3
S4 841.0 853.5 896.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 912.0 891.1 20.9 2.3% 11.0 1.2% 87% False False 97,643
10 912.0 891.0 21.0 2.3% 10.5 1.2% 87% False False 95,997
20 912.0 870.8 41.2 4.5% 9.5 1.0% 93% False False 84,004
40 912.0 817.4 94.6 10.4% 10.5 1.2% 97% False False 86,600
60 912.0 760.1 151.9 16.7% 9.0 1.0% 98% False False 57,864
80 912.0 760.1 151.9 16.7% 7.0 0.8% 98% False False 43,401
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 1.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 955.3
2.618 938.0
1.618 927.3
1.000 920.8
0.618 916.8
HIGH 910.3
0.618 906.3
0.500 905.0
0.382 903.8
LOW 899.5
0.618 893.0
1.000 889.0
1.618 882.5
2.618 871.8
4.250 854.5
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 907.8 907.3
PP 906.3 905.3
S1 905.0 903.3

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

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