ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 932.3 912.9 -19.4 -2.1% 913.0
High 933.2 913.9 -19.3 -2.1% 925.3
Low 911.7 898.5 -13.2 -1.4% 907.5
Close 912.2 905.6 -6.6 -0.7% 922.5
Range 21.5 15.4 -6.1 -28.4% 17.8
ATR 10.3 10.7 0.4 3.5% 0.0
Volume 125,693 142,066 16,373 13.0% 293,432
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 952.3 944.3 914.0
R3 936.8 929.0 909.8
R2 921.5 921.5 908.5
R1 913.5 913.5 907.0 909.8
PP 906.0 906.0 906.0 904.0
S1 898.0 898.0 904.3 894.3
S2 890.5 890.5 902.8
S3 875.3 882.8 901.3
S4 859.8 867.3 897.3
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
5 933.2 898.5 34.7 3.8% 12.8 1.4% 20% False True 83,456
10 933.2 898.5 34.7 3.8% 10.3 1.1% 20% False True 80,875
20 933.2 891.0 42.2 4.7% 10.5 1.2% 35% False False 88,436
40 933.2 823.1 110.1 12.2% 10.3 1.1% 75% False False 82,200
60 933.2 797.0 136.2 15.0% 10.0 1.1% 80% False False 71,341
80 933.2 760.1 173.1 19.1% 8.3 0.9% 84% False False 53,508
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 979.3
2.618 954.3
1.618 938.8
1.000 929.3
0.618 923.5
HIGH 914.0
0.618 908.0
0.500 906.3
0.382 904.5
LOW 898.5
0.618 889.0
1.000 883.0
1.618 873.5
2.618 858.3
4.250 833.0
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 906.3 915.8
PP 906.0 912.5
S1 905.8 909.0

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

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