ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 912.9 905.8 -7.1 -0.8% 920.6
High 913.9 915.7 1.8 0.2% 933.2
Low 898.5 904.8 6.3 0.7% 898.5
Close 905.6 915.4 9.8 1.1% 915.4
Range 15.4 10.9 -4.5 -29.2% 34.7
ATR 10.7 10.7 0.0 0.1% 0.0
Volume 142,066 97,970 -44,096 -31.0% 441,937
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 944.8 941.0 921.5
R3 933.8 930.0 918.5
R2 922.8 922.8 917.5
R1 919.3 919.3 916.5 921.0
PP 912.0 912.0 912.0 913.0
S1 908.3 908.3 914.5 910.0
S2 901.0 901.0 913.5
S3 890.3 897.3 912.5
S4 879.3 886.5 909.5
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,019.8 1,002.3 934.5
R3 985.0 967.5 925.0
R2 950.5 950.5 921.8
R1 933.0 933.0 918.5 924.3
PP 915.8 915.8 915.8 911.5
S1 898.3 898.3 912.3 889.5
S2 881.0 881.0 909.0
S3 846.3 863.5 905.8
S4 811.5 828.8 896.3
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% 13.3 1.5% 49% False False 88,803
10 933.2 898.5 34.7 3.8% 10.3 1.1% 49% False False 81,090
20 933.2 891.1 42.1 4.6% 10.5 1.1% 58% False False 88,478
40 933.2 823.1 110.1 12.0% 10.5 1.1% 84% False False 83,917
60 933.2 797.0 136.2 14.9% 10.3 1.1% 87% False False 72,974
80 933.2 760.1 173.1 18.9% 8.5 0.9% 90% False False 54,732
Crabel Price Patterns
NR True
NR4 True
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 1.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 962.0
2.618 944.3
1.618 933.3
1.000 926.5
0.618 922.5
HIGH 915.8
0.618 911.5
0.500 910.3
0.382 909.0
LOW 904.8
0.618 898.0
1.000 894.0
1.618 887.3
2.618 876.3
4.250 858.5
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 913.8 915.8
PP 912.0 915.8
S1 910.3 915.5

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

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