ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 928.9 906.2 -22.7 -2.4% 905.0
High 929.9 908.8 -21.1 -2.3% 920.7
Low 908.8 897.1 -11.7 -1.3% 905.0
Close 908.6 901.8 -6.8 -0.7% 918.7
Range 21.1 11.7 -9.4 -44.5% 15.7
ATR 6.4 6.8 0.4 5.8% 0.0
Volume 23 21 -2 -8.7% 89
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 937.8 931.5 908.3
R3 926.0 919.8 905.0
R2 914.3 914.3 904.0
R1 908.0 908.0 902.8 905.3
PP 902.5 902.5 902.5 901.3
S1 896.3 896.3 900.8 893.5
S2 890.8 890.8 899.8
S3 879.3 884.8 898.5
S4 867.5 873.0 895.3
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
5 929.9 897.1 32.8 3.6% 8.8 1.0% 14% False True 17
10 929.9 897.1 32.8 3.6% 6.3 0.7% 14% False True 16
20 929.9 891.1 38.8 4.3% 4.8 0.5% 28% False False 16
40 929.9 820.7 109.2 12.1% 2.8 0.3% 74% False False 10
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 False
Bull Hook False
Stretch 0.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 958.5
2.618 939.5
1.618 927.8
1.000 920.5
0.618 916.0
HIGH 908.8
0.618 904.3
0.500 903.0
0.382 901.5
LOW 897.0
0.618 889.8
1.000 885.5
1.618 878.3
2.618 866.5
4.250 847.5
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 903.0 913.5
PP 902.5 909.5
S1 902.3 905.8

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

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