ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 909.2 906.2 -3.0 -0.3% 909.5
High 910.8 913.6 2.8 0.3% 913.6
Low 900.2 905.3 5.1 0.6% 896.1
Close 906.6 912.6 6.0 0.7% 912.6
Range 10.6 8.3 -2.3 -21.7% 17.5
ATR 10.4 10.2 -0.1 -1.4% 0.0
Volume 95,818 75,533 -20,285 -21.2% 443,238
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 935.5 932.3 917.3
R3 927.0 924.0 915.0
R2 918.8 918.8 914.0
R1 915.8 915.8 913.3 917.3
PP 910.5 910.5 910.5 911.3
S1 907.5 907.5 911.8 909.0
S2 902.3 902.3 911.0
S3 894.0 899.0 910.3
S4 885.5 890.8 908.0
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 960.0 953.8 922.3
R3 942.5 936.3 917.5
R2 925.0 925.0 915.8
R1 918.8 918.8 914.3 921.8
PP 907.5 907.5 907.5 909.0
S1 901.3 901.3 911.0 904.3
S2 890.0 890.0 909.5
S3 872.5 883.8 907.8
S4 855.0 866.3 903.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 913.6 896.1 17.5 1.9% 10.8 1.2% 94% True False 88,647
10 913.6 891.1 22.5 2.5% 10.5 1.1% 96% True False 93,827
20 913.6 870.8 42.8 4.7% 9.8 1.1% 98% True False 83,861
40 913.6 817.4 96.2 10.5% 10.5 1.1% 99% True False 90,581
60 913.6 760.1 153.5 16.8% 9.3 1.0% 99% True False 60,720
80 913.6 760.1 153.5 16.8% 7.3 0.8% 99% True False 45,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 949.0
2.618 935.3
1.618 927.0
1.000 922.0
0.618 918.8
HIGH 913.5
0.618 910.5
0.500 909.5
0.382 908.5
LOW 905.3
0.618 900.3
1.000 897.0
1.618 891.8
2.618 883.5
4.250 870.0
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 911.5 910.5
PP 910.5 908.5
S1 909.5 906.5

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

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