ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 937.8 942.2 4.4 0.5% 913.8
High 942.7 942.8 0.1 0.0% 943.0
Low 937.2 937.2 0.0 0.0% 906.7
Close 941.8 940.8 -1.0 -0.1% 941.5
Range 5.5 5.6 0.1 1.8% 36.3
ATR 11.1 10.7 -0.4 -3.5% 0.0
Volume 95,494 65,897 -29,597 -31.0% 682,231
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 957.0 954.5 944.0
R3 951.5 949.0 942.3
R2 945.8 945.8 941.8
R1 943.3 943.3 941.3 941.8
PP 940.3 940.3 940.3 939.5
S1 937.8 937.8 940.3 936.3
S2 934.8 934.8 939.8
S3 929.0 932.3 939.3
S4 923.5 926.5 937.8
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,039.3 1,026.8 961.5
R3 1,003.0 990.5 951.5
R2 966.8 966.8 948.3
R1 954.0 954.0 944.8 960.5
PP 930.5 930.5 930.5 933.5
S1 917.8 917.8 938.3 924.0
S2 894.0 894.0 934.8
S3 857.8 881.5 931.5
S4 821.5 845.3 921.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943.0 925.9 17.1 1.8% 7.0 0.7% 87% False False 119,758
10 943.0 894.9 48.1 5.1% 10.5 1.1% 95% False False 124,168
20 943.0 892.6 50.4 5.4% 11.5 1.2% 96% False False 111,804
40 943.0 870.8 72.2 7.7% 10.8 1.1% 97% False False 97,891
60 943.0 817.4 125.6 13.4% 10.8 1.1% 98% False False 98,378
80 943.0 760.1 182.9 19.4% 9.8 1.0% 99% False False 74,341
100 943.0 760.1 182.9 19.4% 8.3 0.9% 99% False False 59,475
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 966.5
2.618 957.5
1.618 951.8
1.000 948.5
0.618 946.3
HIGH 942.8
0.618 940.8
0.500 940.0
0.382 939.3
LOW 937.3
0.618 933.8
1.000 931.5
1.618 928.3
2.618 922.5
4.250 913.5
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 940.5 940.0
PP 940.3 939.0
S1 940.0 938.0

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

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