ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 913.0 912.0 -1.0 -0.1% 909.5
High 913.7 917.4 3.7 0.4% 913.6
Low 907.5 909.0 1.5 0.2% 896.1
Close 912.0 916.1 4.1 0.4% 912.6
Range 6.2 8.4 2.2 35.5% 17.5
ATR 9.9 9.8 -0.1 -1.1% 0.0
Volume 68,041 71,016 2,975 4.4% 443,238
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 939.3 936.3 920.8
R3 931.0 927.8 918.5
R2 922.5 922.5 917.8
R1 919.3 919.3 916.8 921.0
PP 914.3 914.3 914.3 915.0
S1 911.0 911.0 915.3 912.5
S2 905.8 905.8 914.5
S3 897.3 902.5 913.8
S4 889.0 894.3 911.5
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
5 917.4 899.6 17.8 1.9% 8.8 1.0% 93% True False 80,222
10 917.4 891.1 26.3 2.9% 10.5 1.1% 95% True False 90,259
20 917.4 870.8 46.6 5.1% 9.8 1.1% 97% True False 83,855
40 917.4 817.4 100.0 10.9% 10.3 1.1% 99% True False 91,050
60 917.4 760.1 157.3 17.2% 9.3 1.0% 99% True False 63,037
80 917.4 760.1 157.3 17.2% 7.5 0.8% 99% True False 47,281
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 1.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 953.0
2.618 939.5
1.618 931.0
1.000 925.8
0.618 922.5
HIGH 917.5
0.618 914.3
0.500 913.3
0.382 912.3
LOW 909.0
0.618 903.8
1.000 900.5
1.618 895.5
2.618 887.0
4.250 873.3
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 915.3 914.5
PP 914.3 913.0
S1 913.3 911.3

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

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