ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 892.6 898.3 5.7 0.6% 877.8
High 899.4 898.8 -0.6 -0.1% 891.7
Low 888.4 891.3 2.9 0.3% 870.8
Close 898.3 895.7 -2.6 -0.3% 891.0
Range 11.0 7.5 -3.5 -31.8% 20.9
ATR 9.9 9.7 -0.2 -1.7% 0.0
Volume 75,639 65,053 -10,586 -14.0% 339,500
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 917.8 914.3 899.8
R3 910.3 906.8 897.8
R2 902.8 902.8 897.0
R1 899.3 899.3 896.5 897.3
PP 895.3 895.3 895.3 894.3
S1 891.8 891.8 895.0 889.8
S2 887.8 887.8 894.3
S3 880.3 884.3 893.8
S4 872.8 876.8 891.5
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 947.3 940.0 902.5
R3 926.3 919.0 896.8
R2 905.5 905.5 894.8
R1 898.3 898.3 893.0 901.8
PP 884.5 884.5 884.5 886.3
S1 877.3 877.3 889.0 881.0
S2 863.5 863.5 887.3
S3 842.8 856.5 885.3
S4 821.8 835.5 879.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 899.4 876.5 22.9 2.6% 8.8 1.0% 84% False False 60,016
10 899.4 870.8 28.6 3.2% 8.3 0.9% 87% False False 72,011
20 899.4 823.1 76.3 8.5% 10.3 1.1% 95% False False 75,964
40 899.4 797.0 102.4 11.4% 9.8 1.1% 96% False False 62,794
60 899.4 760.1 139.3 15.6% 7.8 0.9% 97% False False 41,865
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 930.8
2.618 918.5
1.618 911.0
1.000 906.3
0.618 903.5
HIGH 898.8
0.618 896.0
0.500 895.0
0.382 894.3
LOW 891.3
0.618 886.8
1.000 883.8
1.618 879.3
2.618 871.8
4.250 859.5
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 895.5 894.8
PP 895.3 893.5
S1 895.0 892.5

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

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