ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 906.2 913.0 6.8 0.8% 909.5
High 913.6 913.7 0.1 0.0% 913.6
Low 905.3 907.5 2.2 0.2% 896.1
Close 912.6 912.0 -0.6 -0.1% 912.6
Range 8.3 6.2 -2.1 -25.3% 17.5
ATR 10.2 9.9 -0.3 -2.8% 0.0
Volume 75,533 68,041 -7,492 -9.9% 443,238
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 929.8 927.0 915.5
R3 923.5 920.8 913.8
R2 917.3 917.3 913.3
R1 914.8 914.8 912.5 912.8
PP 911.0 911.0 911.0 910.3
S1 908.5 908.5 911.5 906.8
S2 904.8 904.8 910.8
S3 898.8 902.3 910.3
S4 892.5 896.0 908.5
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 960.0 953.8 922.3
R3 942.5 936.3 917.5
R2 925.0 925.0 915.8
R1 918.8 918.8 914.3 921.8
PP 907.5 907.5 907.5 909.0
S1 901.3 901.3 911.0 904.3
S2 890.0 890.0 909.5
S3 872.5 883.8 907.8
S4 855.0 866.3 903.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 913.7 898.3 15.4 1.7% 9.3 1.0% 89% True False 82,063
10 913.7 891.1 22.6 2.5% 10.3 1.1% 92% True False 91,259
20 913.7 870.8 42.9 4.7% 9.8 1.1% 96% True False 83,977
40 913.7 817.4 96.3 10.6% 10.5 1.1% 98% True False 91,664
60 913.7 760.1 153.6 16.8% 9.3 1.0% 99% True False 61,854
80 913.7 760.1 153.6 16.8% 7.5 0.8% 99% True False 46,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 940.0
2.618 930.0
1.618 923.8
1.000 920.0
0.618 917.5
HIGH 913.8
0.618 911.3
0.500 910.5
0.382 909.8
LOW 907.5
0.618 903.8
1.000 901.3
1.618 897.5
2.618 891.3
4.250 881.3
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 911.5 910.3
PP 911.0 908.8
S1 910.5 907.0

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

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