ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 877.1 882.6 5.5 0.6% 874.9
High 883.5 882.8 -0.7 -0.1% 882.5
Low 870.8 876.7 5.9 0.7% 868.1
Close 881.9 879.3 -2.6 -0.3% 878.4
Range 12.7 6.1 -6.6 -52.0% 14.4
ATR 10.2 9.9 -0.3 -2.9% 0.0
Volume 106,648 67,295 -39,353 -36.9% 387,072
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 898.0 894.8 882.8
R3 891.8 888.5 881.0
R2 885.8 885.8 880.5
R1 882.5 882.5 879.8 881.0
PP 879.5 879.5 879.5 879.0
S1 876.5 876.5 878.8 875.0
S2 873.5 873.5 878.3
S3 867.5 870.3 877.5
S4 861.3 864.3 876.0
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% 67% False False 82,240
10 883.5 867.7 15.8 1.8% 7.5 0.8% 73% False False 81,949
20 883.5 823.1 60.4 6.9% 10.8 1.2% 93% False False 93,019
40 883.5 788.0 95.5 10.9% 9.0 1.0% 96% False False 56,976
60 883.5 760.1 123.4 14.0% 7.0 0.8% 97% False False 37,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.8
2.618 898.8
1.618 892.8
1.000 889.0
0.618 886.5
HIGH 882.8
0.618 880.5
0.500 879.8
0.382 879.0
LOW 876.8
0.618 873.0
1.000 870.5
1.618 866.8
2.618 860.8
4.250 850.8
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 879.8 878.5
PP 879.5 877.8
S1 879.5 877.3

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

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