ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 874.9 874.0 -0.9 -0.1% 824.2
High 875.0 875.3 0.3 0.0% 878.7
Low 870.3 868.1 -2.2 -0.3% 823.1
Close 874.2 873.6 -0.6 -0.1% 873.7
Range 4.7 7.2 2.5 53.2% 55.6
ATR 11.5 11.2 -0.3 -2.7% 0.0
Volume 74,756 72,390 -2,366 -3.2% 420,598
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 894.0 891.0 877.5
R3 886.8 883.8 875.5
R2 879.5 879.5 875.0
R1 876.5 876.5 874.3 874.5
PP 872.3 872.3 872.3 871.3
S1 869.3 869.3 873.0 867.3
S2 865.3 865.3 872.3
S3 858.0 862.3 871.5
S4 850.8 855.0 869.8
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,025.3 1,005.0 904.3
R3 969.8 949.5 889.0
R2 914.0 914.0 884.0
R1 894.0 894.0 878.8 904.0
PP 858.5 858.5 858.5 863.5
S1 838.3 838.3 868.5 848.5
S2 803.0 803.0 863.5
S3 747.3 782.8 858.5
S4 691.8 727.0 843.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 878.7 856.6 22.1 2.5% 9.3 1.1% 77% False False 95,699
10 878.7 823.1 55.6 6.4% 12.3 1.4% 91% False False 79,916
20 878.7 817.4 61.3 7.0% 11.5 1.3% 92% False False 89,196
40 878.7 760.1 118.6 13.6% 9.0 1.0% 96% False False 44,794
60 878.7 760.1 118.6 13.6% 6.3 0.7% 96% False False 29,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.0
2.618 894.3
1.618 887.0
1.000 882.5
0.618 879.8
HIGH 875.3
0.618 872.5
0.500 871.8
0.382 870.8
LOW 868.0
0.618 863.8
1.000 861.0
1.618 856.5
2.618 849.3
4.250 837.5
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 873.0 873.5
PP 872.3 873.5
S1 871.8 873.5

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

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