ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 942.2 943.0 0.8 0.1% 913.8
High 942.8 945.6 2.8 0.3% 943.0
Low 937.2 937.8 0.6 0.1% 906.7
Close 940.8 944.8 4.0 0.4% 941.5
Range 5.6 7.8 2.2 39.3% 36.3
ATR 10.7 10.5 -0.2 -2.0% 0.0
Volume 65,897 48,050 -17,847 -27.1% 682,231
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 966.3 963.3 949.0
R3 958.3 955.5 947.0
R2 950.5 950.5 946.3
R1 947.8 947.8 945.5 949.0
PP 942.8 942.8 942.8 943.5
S1 939.8 939.8 944.0 941.3
S2 935.0 935.0 943.3
S3 927.3 932.0 942.8
S4 919.3 924.3 940.5
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
5 945.6 926.7 18.9 2.0% 7.5 0.8% 96% True False 95,737
10 945.6 896.8 48.8 5.2% 9.5 1.0% 98% True False 115,449
20 945.6 892.6 53.0 5.6% 11.5 1.2% 98% True False 110,656
40 945.6 870.8 74.8 7.9% 10.8 1.1% 99% True False 97,255
60 945.6 817.4 128.2 13.6% 10.8 1.1% 99% True False 97,585
80 945.6 760.1 185.5 19.6% 9.8 1.0% 100% True False 74,942
100 945.6 760.1 185.5 19.6% 8.3 0.9% 100% True False 59,956
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 978.8
2.618 966.0
1.618 958.3
1.000 953.5
0.618 950.5
HIGH 945.5
0.618 942.5
0.500 941.8
0.382 940.8
LOW 937.8
0.618 933.0
1.000 930.0
1.618 925.3
2.618 917.5
4.250 904.8
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 943.8 943.8
PP 942.8 942.5
S1 941.8 941.5

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

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