ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 893.3 903.0 9.7 1.1% 903.5
High 902.6 912.0 9.4 1.0% 912.0
Low 891.1 902.5 11.4 1.3% 891.1
Close 900.1 908.0 7.9 0.9% 908.0
Range 11.5 9.5 -2.0 -17.4% 20.9
ATR 10.0 10.1 0.1 1.4% 0.0
Volume 111,536 104,795 -6,741 -6.0% 495,038
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 936.0 931.5 913.3
R3 926.5 922.0 910.5
R2 917.0 917.0 909.8
R1 912.5 912.5 908.8 914.8
PP 907.5 907.5 907.5 908.5
S1 903.0 903.0 907.3 905.3
S2 898.0 898.0 906.3
S3 888.5 893.5 905.5
S4 879.0 884.0 902.8
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 966.5 958.0 919.5
R3 945.5 937.3 913.8
R2 924.5 924.5 911.8
R1 916.3 916.3 910.0 920.5
PP 903.8 903.8 903.8 905.8
S1 895.5 895.5 906.0 899.5
S2 882.8 882.8 904.3
S3 862.0 874.5 902.3
S4 841.0 853.5 896.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 912.0 891.1 20.9 2.3% 10.3 1.1% 81% True False 99,007
10 912.0 885.7 26.3 2.9% 9.5 1.1% 85% True False 83,135
20 912.0 868.1 43.9 4.8% 8.8 1.0% 91% True False 82,125
40 912.0 810.9 101.1 11.1% 10.3 1.1% 96% True False 79,975
60 912.0 760.1 151.9 16.7% 8.5 0.9% 97% True False 53,333
80 912.0 760.1 151.9 16.7% 6.8 0.7% 97% True False 40,007
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 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 952.5
2.618 936.8
1.618 927.3
1.000 921.5
0.618 917.8
HIGH 912.0
0.618 908.3
0.500 907.3
0.382 906.3
LOW 902.5
0.618 896.8
1.000 893.0
1.618 887.3
2.618 877.8
4.250 862.0
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 907.8 905.8
PP 907.5 903.8
S1 907.3 901.5

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

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