ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 890.1 891.7 1.6 0.2% 875.0
High 894.8 891.7 -3.1 -0.3% 887.0
Low 890.1 891.7 1.6 0.2% 868.0
Close 894.3 891.7 -2.6 -0.3% 887.0
Range 4.7 0.0 -4.7 -100.0% 19.0
ATR 5.2 5.1 -0.2 -3.6% 0.0
Volume 3 3 0 0.0% 20
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 891.8 891.8 891.8
R3 891.8 891.8 891.8
R2 891.8 891.8 891.8
R1 891.8 891.8 891.8 891.8
PP 891.8 891.8 891.8 891.8
S1 891.8 891.8 891.8 891.8
S2 891.8 891.8 891.8
S3 891.8 891.8 891.8
S4 891.8 891.8 891.8
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 937.8 931.3 897.5
R3 918.8 912.3 892.3
R2 899.8 899.8 890.5
R1 893.3 893.3 888.8 896.5
PP 880.8 880.8 880.8 882.3
S1 874.3 874.3 885.3 877.5
S2 861.8 861.8 883.5
S3 842.8 855.3 881.8
S4 823.8 836.3 876.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 894.8 882.0 12.8 1.4% 1.5 0.2% 76% False False 3
10 894.8 868.0 26.8 3.0% 0.8 0.1% 88% False False 3
20 894.8 820.7 74.1 8.3% 0.8 0.1% 96% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 891.8
2.618 891.8
1.618 891.8
1.000 891.8
0.618 891.8
HIGH 891.8
0.618 891.8
0.500 891.8
0.382 891.8
LOW 891.8
0.618 891.8
1.000 891.8
1.618 891.8
2.618 891.8
4.250 891.8
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 891.8 891.5
PP 891.8 891.5
S1 891.8 891.5

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

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