ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 904.1 905.0 0.9 0.1% 899.5
High 907.9 905.0 -2.9 -0.3% 907.9
Low 904.1 905.0 0.9 0.1% 893.3
Close 908.6 908.1 -0.5 -0.1% 908.6
Range 3.8 0.0 -3.8 -100.0% 14.6
ATR 6.1 5.9 -0.2 -2.9% 0.0
Volume 11 24 13 118.2% 104
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 906.0 907.0 908.0
R3 906.0 907.0 908.0
R2 906.0 906.0 908.0
R1 907.0 907.0 908.0 906.5
PP 906.0 906.0 906.0 905.8
S1 907.0 907.0 908.0 906.5
S2 906.0 906.0 908.0
S3 906.0 907.0 908.0
S4 906.0 907.0 908.0
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 947.0 942.5 916.8
R3 932.5 927.8 912.5
R2 917.8 917.8 911.3
R1 913.3 913.3 910.0 915.5
PP 903.3 903.3 903.3 904.5
S1 898.8 898.8 907.3 901.0
S2 888.8 888.8 906.0
S3 874.0 884.0 904.5
S4 859.5 869.5 900.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 907.9 896.9 11.0 1.2% 3.3 0.4% 102% False False 24
10 908.0 891.1 16.9 1.9% 3.5 0.4% 101% False False 19
20 908.0 868.0 40.0 4.4% 2.3 0.2% 100% False False 11
40 908.0 818.6 89.4 9.8% 1.3 0.1% 100% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 905.0
2.618 905.0
1.618 905.0
1.000 905.0
0.618 905.0
HIGH 905.0
0.618 905.0
0.500 905.0
0.382 905.0
LOW 905.0
0.618 905.0
1.000 905.0
1.618 905.0
2.618 905.0
4.250 905.0
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 907.0 906.3
PP 906.0 904.3
S1 905.0 902.5

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

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