ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 938.0 937.6 -0.4 0.0% 908.9
High 939.2 941.5 2.3 0.2% 939.8
Low 933.3 933.8 0.5 0.1% 903.8
Close 936.9 940.8 3.9 0.4% 938.0
Range 5.9 7.7 1.8 30.5% 36.0
ATR 8.7 8.7 -0.1 -0.9% 0.0
Volume 127,884 124,146 -3,738 -2.9% 334,129
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 961.8 959.0 945.0
R3 954.0 951.3 943.0
R2 946.5 946.5 942.3
R1 943.5 943.5 941.5 945.0
PP 938.8 938.8 938.8 939.5
S1 936.0 936.0 940.0 937.3
S2 931.0 931.0 939.5
S3 923.3 928.3 938.8
S4 915.5 920.5 936.5
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
5 941.5 923.7 17.8 1.9% 7.5 0.8% 96% True False 132,979
10 941.5 895.3 46.2 4.9% 8.8 0.9% 98% True False 74,702
20 941.5 889.0 52.5 5.6% 9.5 1.0% 99% True False 37,387
40 941.5 882.0 59.5 6.3% 6.3 0.7% 99% True False 18,699
60 941.5 820.7 120.8 12.8% 4.3 0.4% 99% True False 12,468
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 2.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 974.3
2.618 961.8
1.618 954.0
1.000 949.3
0.618 946.3
HIGH 941.5
0.618 938.5
0.500 937.8
0.382 936.8
LOW 933.8
0.618 929.0
1.000 926.0
1.618 921.3
2.618 913.8
4.250 901.0
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 939.8 939.8
PP 938.8 938.5
S1 937.8 937.5

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

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