ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 923.9 930.2 6.3 0.7% 908.9
High 932.1 939.8 7.7 0.8% 939.8
Low 923.7 929.6 5.9 0.6% 903.8
Close 931.2 938.0 6.8 0.7% 938.0
Range 8.4 10.2 1.8 21.4% 36.0
ATR 9.2 9.2 0.1 0.8% 0.0
Volume 76,603 175,846 99,243 129.6% 334,129
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 966.5 962.5 943.5
R3 956.3 952.3 940.8
R2 946.0 946.0 939.8
R1 942.0 942.0 939.0 944.0
PP 935.8 935.8 935.8 936.8
S1 931.8 931.8 937.0 933.8
S2 925.5 925.5 936.3
S3 915.5 921.5 935.3
S4 905.3 911.5 932.5
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,035.3 1,022.5 957.8
R3 999.3 986.5 948.0
R2 963.3 963.3 944.5
R1 950.5 950.5 941.3 957.0
PP 927.3 927.3 927.3 930.3
S1 914.5 914.5 934.8 921.0
S2 891.3 891.3 931.5
S3 855.3 878.5 928.0
S4 819.3 842.5 918.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.8 903.8 36.0 3.8% 9.0 1.0% 95% True False 66,825
10 939.8 889.0 50.8 5.4% 12.0 1.3% 96% True False 33,517
20 939.8 889.0 50.8 5.4% 9.3 1.0% 96% True False 16,767
40 939.8 868.0 71.8 7.7% 5.8 0.6% 97% True False 8,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 983.3
2.618 966.5
1.618 956.3
1.000 950.0
0.618 946.0
HIGH 939.8
0.618 936.0
0.500 934.8
0.382 933.5
LOW 929.5
0.618 923.3
1.000 919.5
1.618 913.0
2.618 903.0
4.250 886.3
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 937.0 935.8
PP 935.8 933.5
S1 934.8 931.3

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

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