ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 916.5 919.3 2.8 0.3% 909.5
High 920.6 923.9 3.3 0.4% 913.6
Low 914.8 915.4 0.6 0.1% 896.1
Close 919.7 921.5 1.8 0.2% 912.6
Range 5.8 8.5 2.7 46.6% 17.5
ATR 9.5 9.5 -0.1 -0.8% 0.0
Volume 81,062 71,234 -9,828 -12.1% 443,238
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 945.8 942.3 926.3
R3 937.3 933.8 923.8
R2 928.8 928.8 923.0
R1 925.3 925.3 922.3 927.0
PP 920.3 920.3 920.3 921.3
S1 916.8 916.8 920.8 918.5
S2 911.8 911.8 920.0
S3 903.3 908.3 919.3
S4 894.8 899.8 916.8
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
5 923.9 905.3 18.6 2.0% 7.5 0.8% 87% True False 73,377
10 923.9 896.1 27.8 3.0% 9.3 1.0% 91% True False 83,938
20 923.9 876.5 47.4 5.1% 9.5 1.0% 95% True False 82,773
40 923.9 823.1 100.8 10.9% 10.3 1.1% 98% True False 87,896
60 923.9 788.0 135.9 14.7% 9.3 1.0% 98% True False 65,575
80 923.9 760.1 163.8 17.8% 7.8 0.8% 99% True False 49,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 960.0
2.618 946.3
1.618 937.8
1.000 932.5
0.618 929.3
HIGH 924.0
0.618 920.8
0.500 919.8
0.382 918.8
LOW 915.5
0.618 910.3
1.000 907.0
1.618 901.8
2.618 893.3
4.250 879.3
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 921.0 919.8
PP 920.3 918.3
S1 919.8 916.5

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

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