ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 920.6 932.3 11.7 1.3% 913.0
High 932.8 933.2 0.4 0.0% 925.3
Low 920.0 911.7 -8.3 -0.9% 907.5
Close 931.7 912.2 -19.5 -2.1% 922.5
Range 12.8 21.5 8.7 68.0% 17.8
ATR 9.5 10.3 0.9 9.1% 0.0
Volume 76,208 125,693 49,485 64.9% 293,432
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 983.5 969.3 924.0
R3 962.0 947.8 918.0
R2 940.5 940.5 916.3
R1 926.3 926.3 914.3 922.8
PP 919.0 919.0 919.0 917.3
S1 904.8 904.8 910.3 901.3
S2 897.5 897.5 908.3
S3 876.0 883.3 906.3
S4 854.5 861.8 900.5
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 971.8 965.0 932.3
R3 954.0 947.3 927.5
R2 936.3 936.3 925.8
R1 929.3 929.3 924.3 932.8
PP 918.5 918.5 918.5 920.3
S1 911.5 911.5 920.8 915.0
S2 900.8 900.8 919.3
S3 882.8 893.8 917.5
S4 865.0 876.0 912.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 933.2 911.7 21.5 2.4% 11.0 1.2% 2% True True 71,255
10 933.2 899.6 33.6 3.7% 9.8 1.1% 38% True False 75,738
20 933.2 891.0 42.2 4.6% 10.0 1.1% 50% True False 84,585
40 933.2 823.1 110.1 12.1% 10.3 1.1% 81% True False 81,620
60 933.2 788.0 145.2 15.9% 9.8 1.1% 86% True False 68,974
80 933.2 760.1 173.1 19.0% 8.3 0.9% 88% True False 51,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1,024.5
2.618 989.5
1.618 968.0
1.000 954.8
0.618 946.5
HIGH 933.3
0.618 925.0
0.500 922.5
0.382 920.0
LOW 911.8
0.618 898.5
1.000 890.3
1.618 877.0
2.618 855.5
4.250 820.3
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 922.5 922.5
PP 919.0 919.0
S1 915.5 915.5

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

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