ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 875.7 882.0 6.3 0.7% 870.2
High 875.7 885.0 9.3 1.1% 874.4
Low 875.7 882.0 6.3 0.7% 869.5
Close 875.3 883.9 8.6 1.0% 874.4
Range 0.0 3.0 3.0 4.9
ATR 5.2 5.5 0.3 6.1% 0.0
Volume 1 6 5 500.0% 11
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 892.8 891.3 885.5
R3 889.8 888.3 884.8
R2 886.8 886.8 884.5
R1 885.3 885.3 884.3 886.0
PP 883.8 883.8 883.8 884.0
S1 882.3 882.3 883.5 883.0
S2 880.8 880.8 883.3
S3 877.8 879.3 883.0
S4 874.8 876.3 882.3
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
5 885.0 868.0 17.0 1.9% 0.8 0.1% 94% True False 3
10 885.0 868.0 17.0 1.9% 1.0 0.1% 94% True False 2
20 885.0 820.7 64.3 7.3% 0.5 0.1% 98% True False 5
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 0.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 897.8
2.618 892.8
1.618 889.8
1.000 888.0
0.618 886.8
HIGH 885.0
0.618 883.8
0.500 883.5
0.382 883.3
LOW 882.0
0.618 880.3
1.000 879.0
1.618 877.3
2.618 874.3
4.250 869.3
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 883.8 881.5
PP 883.8 879.0
S1 883.5 876.5

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

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