ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 875.0 868.0 -7.0 -0.8% 870.2
High 875.0 868.0 -7.0 -0.8% 874.4
Low 874.1 868.0 -6.1 -0.7% 869.5
Close 873.7 877.9 4.2 0.5% 874.4
Range 0.9 0.0 -0.9 -100.0% 4.9
ATR 5.4 5.5 0.0 0.4% 0.0
Volume 4 3 -1 -25.0% 11
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 871.3 874.5 878.0
R3 871.3 874.5 878.0
R2 871.3 871.3 878.0
R1 874.5 874.5 878.0 873.0
PP 871.3 871.3 871.3 870.5
S1 874.5 874.5 878.0 873.0
S2 871.3 871.3 878.0
S3 871.3 874.5 878.0
S4 871.3 874.5 878.0
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 887.5 885.8 877.0
R3 882.5 881.0 875.8
R2 877.8 877.8 875.3
R1 876.0 876.0 874.8 876.8
PP 872.8 872.8 872.8 873.3
S1 871.3 871.3 874.0 872.0
S2 867.8 867.8 873.5
S3 863.0 866.3 873.0
S4 858.0 861.3 871.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.0 868.0 7.0 0.8% 0.3 0.0% 141% False True 2
10 875.0 868.0 7.0 0.8% 0.8 0.1% 141% False True 3
20 875.0 820.7 54.3 6.2% 0.3 0.0% 105% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.0
2.618 868.0
1.618 868.0
1.000 868.0
0.618 868.0
HIGH 868.0
0.618 868.0
0.500 868.0
0.382 868.0
LOW 868.0
0.618 868.0
1.000 868.0
1.618 868.0
2.618 868.0
4.250 868.0
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 874.5 875.8
PP 871.3 873.8
S1 868.0 871.5

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

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