ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 921.2 920.6 -0.6 -0.1% 913.0
High 925.3 932.8 7.5 0.8% 925.3
Low 919.5 920.0 0.5 0.1% 907.5
Close 922.5 931.7 9.2 1.0% 922.5
Range 5.8 12.8 7.0 120.7% 17.8
ATR 9.2 9.5 0.3 2.8% 0.0
Volume 2,079 76,208 74,129 3,565.6% 293,432
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 966.5 962.0 938.8
R3 953.8 949.3 935.3
R2 941.0 941.0 934.0
R1 936.3 936.3 932.8 938.8
PP 928.3 928.3 928.3 929.3
S1 923.5 923.5 930.5 925.8
S2 915.3 915.3 929.3
S3 902.5 910.8 928.3
S4 889.8 898.0 924.8
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 971.8 965.0 932.3
R3 954.0 947.3 927.5
R2 936.3 936.3 925.8
R1 929.3 929.3 924.3 932.8
PP 918.5 918.5 918.5 920.3
S1 911.5 911.5 920.8 915.0
S2 900.8 900.8 919.3
S3 882.8 893.8 917.5
S4 865.0 876.0 912.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.8 909.0 23.8 2.6% 8.3 0.9% 95% True False 60,319
10 932.8 898.3 34.5 3.7% 8.8 0.9% 97% True False 71,191
20 932.8 888.4 44.4 4.8% 9.5 1.0% 98% True False 82,082
40 932.8 823.1 109.7 11.8% 10.0 1.1% 99% True False 81,409
60 932.8 788.0 144.8 15.5% 9.5 1.0% 99% True False 66,879
80 932.8 760.1 172.7 18.5% 8.0 0.8% 99% True False 50,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 987.3
2.618 966.3
1.618 953.5
1.000 945.5
0.618 940.8
HIGH 932.8
0.618 928.0
0.500 926.5
0.382 925.0
LOW 920.0
0.618 912.0
1.000 907.3
1.618 899.3
2.618 886.5
4.250 865.5
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 930.0 929.3
PP 928.3 926.8
S1 926.5 924.0

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

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