ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 912.0 916.5 4.5 0.5% 909.5
High 917.4 920.6 3.2 0.3% 913.6
Low 909.0 914.8 5.8 0.6% 896.1
Close 916.1 919.7 3.6 0.4% 912.6
Range 8.4 5.8 -2.6 -31.0% 17.5
ATR 9.8 9.5 -0.3 -2.9% 0.0
Volume 71,016 81,062 10,046 14.1% 443,238
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 935.8 933.5 923.0
R3 930.0 927.8 921.3
R2 924.3 924.3 920.8
R1 922.0 922.0 920.3 923.0
PP 918.3 918.3 918.3 919.0
S1 916.3 916.3 919.3 917.3
S2 912.5 912.5 918.8
S3 906.8 910.3 918.0
S4 901.0 904.5 916.5
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
5 920.6 900.2 20.4 2.2% 7.8 0.9% 96% True False 78,294
10 920.6 891.1 29.5 3.2% 9.5 1.0% 97% True False 87,968
20 920.6 876.5 44.1 4.8% 9.5 1.0% 98% True False 82,576
40 920.6 821.6 99.0 10.8% 10.3 1.1% 99% True False 90,225
60 920.6 777.0 143.6 15.6% 9.3 1.0% 99% True False 64,388
80 920.6 760.1 160.5 17.5% 7.5 0.8% 99% True False 48,294
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 1.6
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 945.3
2.618 935.8
1.618 930.0
1.000 926.5
0.618 924.3
HIGH 920.5
0.618 918.5
0.500 917.8
0.382 917.0
LOW 914.8
0.618 911.3
1.000 909.0
1.618 905.5
2.618 899.5
4.250 890.3
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 919.0 917.8
PP 918.3 916.0
S1 917.8 914.0

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

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