ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 903.9 906.8 2.9 0.3% 892.6
High 907.4 907.3 -0.1 0.0% 904.7
Low 901.3 891.7 -9.6 -1.1% 888.4
Close 907.1 892.7 -14.4 -1.6% 903.2
Range 6.1 15.6 9.5 155.7% 16.3
ATR 9.4 9.9 0.4 4.7% 0.0
Volume 81,017 103,969 22,952 28.3% 333,740
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 944.0 934.0 901.3
R3 928.5 918.3 897.0
R2 912.8 912.8 895.5
R1 902.8 902.8 894.3 900.0
PP 897.3 897.3 897.3 895.8
S1 887.3 887.3 891.3 884.5
S2 881.8 881.8 889.8
S3 866.0 871.5 888.5
S4 850.5 856.0 884.0
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 947.8 941.8 912.3
R3 931.3 925.5 907.8
R2 915.0 915.0 906.3
R1 909.3 909.3 904.8 912.0
PP 898.8 898.8 898.8 900.3
S1 892.8 892.8 901.8 895.8
S2 882.5 882.5 900.3
S3 866.3 876.5 898.8
S4 849.8 860.3 894.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 907.4 891.0 16.4 1.8% 10.0 1.1% 10% False False 94,351
10 907.4 876.5 30.9 3.5% 9.5 1.1% 52% False False 77,183
20 907.4 856.6 50.8 5.7% 9.0 1.0% 71% False False 83,518
40 907.4 810.9 96.5 10.8% 10.3 1.1% 85% False False 74,578
60 907.4 760.1 147.3 16.5% 8.3 0.9% 90% False False 49,727
80 907.4 760.1 147.3 16.5% 6.5 0.7% 90% False False 37,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 973.5
2.618 948.3
1.618 932.5
1.000 923.0
0.618 917.0
HIGH 907.3
0.618 901.3
0.500 899.5
0.382 897.8
LOW 891.8
0.618 882.0
1.000 876.0
1.618 866.5
2.618 850.8
4.250 825.5
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 899.5 899.5
PP 897.3 897.3
S1 895.0 895.0

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

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