ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 943.7 949.8 6.1 0.6% 937.8
High 953.4 958.6 5.2 0.5% 958.6
Low 942.7 947.5 4.8 0.5% 937.2
Close 952.8 953.6 0.8 0.1% 953.6
Range 10.7 11.1 0.4 3.7% 21.4
ATR 10.5 10.6 0.0 0.4% 0.0
Volume 22,629 1,176 -21,453 -94.8% 233,246
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 986.5 981.3 959.8
R3 975.5 970.0 956.8
R2 964.3 964.3 955.5
R1 959.0 959.0 954.5 961.8
PP 953.3 953.3 953.3 954.5
S1 947.8 947.8 952.5 950.5
S2 942.3 942.3 951.5
S3 931.0 936.8 950.5
S4 920.0 925.8 947.5
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,014.0 1,005.3 965.3
R3 992.5 983.8 959.5
R2 971.3 971.3 957.5
R1 962.5 962.5 955.5 966.8
PP 949.8 949.8 949.8 952.0
S1 941.0 941.0 951.5 945.5
S2 928.5 928.5 949.8
S3 907.0 919.5 947.8
S4 885.5 898.3 941.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958.6 937.2 21.4 2.2% 8.3 0.9% 77% True False 46,649
10 958.6 906.7 51.9 5.4% 8.8 0.9% 90% True False 91,547
20 958.6 892.6 66.0 6.9% 12.0 1.3% 92% True False 104,231
40 958.6 876.5 82.1 8.6% 10.8 1.1% 94% True False 93,502
60 958.6 823.1 135.5 14.2% 10.8 1.1% 96% True False 93,341
80 958.6 788.0 170.6 17.9% 9.8 1.0% 97% True False 75,239
100 958.6 760.1 198.5 20.8% 8.5 0.9% 97% True False 60,194
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 1.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,005.8
2.618 987.8
1.618 976.5
1.000 969.8
0.618 965.5
HIGH 958.5
0.618 954.3
0.500 953.0
0.382 951.8
LOW 947.5
0.618 940.8
1.000 936.5
1.618 929.5
2.618 918.5
4.250 900.3
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 953.5 951.8
PP 953.3 950.0
S1 953.0 948.3

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

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