ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 903.0 909.5 6.5 0.7% 903.5
High 912.0 909.5 -2.5 -0.3% 912.0
Low 902.5 896.1 -6.4 -0.7% 891.1
Close 908.0 899.0 -9.0 -1.0% 908.0
Range 9.5 13.4 3.9 41.1% 20.9
ATR 10.1 10.4 0.2 2.3% 0.0
Volume 104,795 100,964 -3,831 -3.7% 495,038
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 941.8 933.8 906.3
R3 928.3 920.3 902.8
R2 915.0 915.0 901.5
R1 907.0 907.0 900.3 904.3
PP 901.5 901.5 901.5 900.3
S1 893.5 893.5 897.8 890.8
S2 888.3 888.3 896.5
S3 874.8 880.3 895.3
S4 861.3 866.8 891.8
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% 11.3 1.2% 38% False False 100,456
10 912.0 888.4 23.6 2.6% 10.3 1.2% 45% False False 92,974
20 912.0 868.1 43.9 4.9% 9.0 1.0% 70% False False 82,815
40 912.0 813.4 98.6 11.0% 10.3 1.1% 87% False False 82,483
60 912.0 760.1 151.9 16.9% 8.8 1.0% 91% False False 55,015
80 912.0 760.1 151.9 16.9% 6.8 0.8% 91% False False 41,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 966.5
2.618 944.5
1.618 931.3
1.000 923.0
0.618 917.8
HIGH 909.5
0.618 904.5
0.500 902.8
0.382 901.3
LOW 896.0
0.618 887.8
1.000 882.8
1.618 874.5
2.618 861.0
4.250 839.3
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 902.8 901.5
PP 901.5 900.8
S1 900.3 899.8

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

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