ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 909.1 906.3 -2.8 -0.3% 915.1
High 915.5 915.4 -0.1 0.0% 920.5
Low 906.3 896.8 -9.5 -1.0% 892.6
Close 910.2 914.3 4.1 0.5% 914.3
Range 9.2 18.6 9.4 102.2% 27.9
ATR 12.0 12.5 0.5 3.9% 0.0
Volume 111,279 151,540 40,261 36.2% 725,144
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 964.8 958.0 924.5
R3 946.0 939.5 919.5
R2 927.5 927.5 917.8
R1 920.8 920.8 916.0 924.3
PP 908.8 908.8 908.8 910.5
S1 902.3 902.3 912.5 905.5
S2 890.3 890.3 911.0
S3 871.8 883.8 909.3
S4 853.0 865.0 904.0
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 992.8 981.5 929.8
R3 965.0 953.5 922.0
R2 937.0 937.0 919.5
R1 925.8 925.8 916.8 917.5
PP 909.3 909.3 909.3 905.0
S1 897.8 897.8 911.8 889.5
S2 881.3 881.3 909.3
S3 853.3 869.8 906.8
S4 825.5 842.0 899.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 920.5 892.6 27.9 3.1% 16.8 1.8% 78% False False 145,028
10 933.2 892.6 40.6 4.4% 15.0 1.6% 53% False False 116,916
20 933.2 892.6 40.6 4.4% 12.0 1.3% 53% False False 100,427
40 933.2 867.7 65.5 7.2% 10.5 1.1% 71% False False 91,103
60 933.2 810.9 122.3 13.4% 10.8 1.2% 85% False False 85,048
80 933.2 760.1 173.1 18.9% 9.5 1.0% 89% False False 63,796
100 933.2 760.1 173.1 18.9% 7.8 0.8% 89% False False 51,043
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 994.5
2.618 964.0
1.618 945.5
1.000 934.0
0.618 927.0
HIGH 915.5
0.618 908.3
0.500 906.0
0.382 904.0
LOW 896.8
0.618 885.3
1.000 878.3
1.618 866.8
2.618 848.0
4.250 817.8
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 911.5 911.3
PP 908.8 908.3
S1 906.0 905.3

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

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