ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 906.8 893.3 -13.5 -1.5% 892.6
High 907.3 902.6 -4.7 -0.5% 904.7
Low 891.7 891.1 -0.6 -0.1% 888.4
Close 892.7 900.1 7.4 0.8% 903.2
Range 15.6 11.5 -4.1 -26.3% 16.3
ATR 9.9 10.0 0.1 1.2% 0.0
Volume 103,969 111,536 7,567 7.3% 333,740
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 932.5 927.8 906.5
R3 921.0 916.3 903.3
R2 909.5 909.5 902.3
R1 904.8 904.8 901.3 907.0
PP 898.0 898.0 898.0 899.0
S1 893.3 893.3 899.0 895.5
S2 886.5 886.5 898.0
S3 875.0 881.8 897.0
S4 863.5 870.3 893.8
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
5 907.4 891.1 16.3 1.8% 10.0 1.1% 55% False True 97,232
10 907.4 876.5 30.9 3.4% 10.0 1.1% 76% False False 81,607
20 907.4 867.7 39.7 4.4% 8.8 1.0% 82% False False 81,778
40 907.4 810.9 96.5 10.7% 10.3 1.1% 92% False False 77,359
60 907.4 760.1 147.3 16.4% 8.5 0.9% 95% False False 51,586
80 907.4 760.1 147.3 16.4% 6.5 0.7% 95% False False 38,697
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 951.5
2.618 932.8
1.618 921.3
1.000 914.0
0.618 909.8
HIGH 902.5
0.618 898.3
0.500 896.8
0.382 895.5
LOW 891.0
0.618 884.0
1.000 879.5
1.618 872.5
2.618 861.0
4.250 842.3
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 899.0 899.8
PP 898.0 899.5
S1 896.8 899.3

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

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