ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 877.8 877.1 -0.7 -0.1% 874.9
High 881.2 883.5 2.3 0.3% 882.5
Low 875.1 870.8 -4.3 -0.5% 868.1
Close 877.7 881.9 4.2 0.5% 878.4
Range 6.1 12.7 6.6 108.2% 14.4
ATR 10.0 10.2 0.2 2.0% 0.0
Volume 73,463 106,648 33,185 45.2% 387,072
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 916.8 912.0 889.0
R3 904.3 899.3 885.5
R2 891.5 891.5 884.3
R1 886.8 886.8 883.0 889.0
PP 878.8 878.8 878.8 880.0
S1 874.0 874.0 880.8 876.3
S2 866.0 866.0 879.5
S3 853.3 861.3 878.5
S4 840.8 848.5 875.0
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 919.5 913.3 886.3
R3 905.3 899.0 882.3
R2 890.8 890.8 881.0
R1 884.5 884.5 879.8 887.8
PP 876.3 876.3 876.3 878.0
S1 870.3 870.3 877.0 873.3
S2 862.0 862.0 875.8
S3 847.5 855.8 874.5
S4 833.3 841.3 870.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 883.5 870.8 12.7 1.4% 7.8 0.9% 87% True True 84,007
10 883.5 856.6 26.9 3.1% 8.5 1.0% 94% True False 89,853
20 883.5 821.6 61.9 7.0% 11.0 1.3% 97% True False 97,874
40 883.5 777.0 106.5 12.1% 9.0 1.0% 98% True False 55,294
60 883.5 760.1 123.4 14.0% 7.0 0.8% 99% True False 36,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 937.5
2.618 916.8
1.618 904.0
1.000 896.3
0.618 891.3
HIGH 883.5
0.618 878.8
0.500 877.3
0.382 875.8
LOW 870.8
0.618 863.0
1.000 858.0
1.618 850.3
2.618 837.5
4.250 816.8
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 880.3 880.3
PP 878.8 878.8
S1 877.3 877.3

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

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