ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 945.0 939.4 -5.6 -0.6% 944.0
High 946.3 944.8 -1.5 -0.2% 948.6
Low 936.5 937.3 0.8 0.1% 931.6
Close 940.0 944.1 4.1 0.4% 944.1
Range 9.8 7.5 -2.3 -23.5% 17.0
ATR 9.8 9.6 -0.2 -1.7% 0.0
Volume 113,309 89,041 -24,268 -21.4% 589,464
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 964.5 961.8 948.3
R3 957.0 954.3 946.3
R2 949.5 949.5 945.5
R1 946.8 946.8 944.8 948.3
PP 942.0 942.0 942.0 942.8
S1 939.3 939.3 943.5 940.8
S2 934.5 934.5 942.8
S3 927.0 931.8 942.0
S4 919.5 924.3 940.0
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 992.5 985.3 953.5
R3 975.5 968.3 948.8
R2 958.5 958.5 947.3
R1 951.3 951.3 945.8 954.8
PP 941.5 941.5 941.5 943.3
S1 934.3 934.3 942.5 937.8
S2 924.5 924.5 941.0
S3 907.5 917.3 939.5
S4 890.5 900.3 934.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948.6 931.6 17.0 1.8% 12.0 1.3% 74% False False 117,892
10 951.0 931.6 19.4 2.1% 9.5 1.0% 64% False False 119,452
20 951.0 889.0 62.0 6.6% 10.8 1.1% 89% False False 76,485
40 951.0 889.0 62.0 6.6% 7.8 0.8% 89% False False 38,251
60 951.0 820.7 130.3 13.8% 5.5 0.6% 95% False False 25,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 976.8
2.618 964.5
1.618 957.0
1.000 952.3
0.618 949.5
HIGH 944.8
0.618 942.0
0.500 941.0
0.382 940.3
LOW 937.3
0.618 932.8
1.000 929.8
1.618 925.3
2.618 917.8
4.250 905.5
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 943.0 943.5
PP 942.0 943.0
S1 941.0 942.5

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

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