ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 919.3 928.9 9.6 1.0% 905.0
High 927.0 929.9 2.9 0.3% 920.7
Low 919.3 908.8 -10.5 -1.1% 905.0
Close 927.8 908.6 -19.2 -2.1% 918.7
Range 7.7 21.1 13.4 174.0% 15.7
ATR 5.3 6.4 1.1 21.2% 0.0
Volume 12 23 11 91.7% 89
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 979.0 965.0 920.3
R3 958.0 943.8 914.5
R2 936.8 936.8 912.5
R1 922.8 922.8 910.5 919.3
PP 915.8 915.8 915.8 914.0
S1 901.8 901.8 906.8 898.3
S2 894.8 894.8 904.8
S3 873.5 880.5 902.8
S4 852.5 859.5 897.0
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 962.0 956.0 927.3
R3 946.3 940.3 923.0
R2 930.5 930.5 921.5
R1 924.5 924.5 920.3 927.5
PP 914.8 914.8 914.8 916.3
S1 909.0 909.0 917.3 911.8
S2 899.0 899.0 915.8
S3 883.5 893.3 914.5
S4 867.8 877.5 910.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 929.9 908.8 21.1 2.3% 7.3 0.8% -1% True True 17
10 929.9 896.9 33.0 3.6% 5.5 0.6% 35% True False 15
20 929.9 891.1 38.8 4.3% 4.3 0.5% 45% True False 15
40 929.9 820.7 109.2 12.0% 2.5 0.3% 80% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,019.5
2.618 985.3
1.618 964.0
1.000 951.0
0.618 943.0
HIGH 930.0
0.618 921.8
0.500 919.3
0.382 916.8
LOW 908.8
0.618 895.8
1.000 887.8
1.618 874.8
2.618 853.5
4.250 819.0
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 919.3 919.3
PP 915.8 915.8
S1 912.3 912.3

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

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