ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 905.8 915.1 9.3 1.0% 920.6
High 915.7 920.5 4.8 0.5% 933.2
Low 904.8 893.2 -11.6 -1.3% 898.5
Close 915.4 895.9 -19.5 -2.1% 915.4
Range 10.9 27.3 16.4 150.5% 34.7
ATR 10.7 11.9 1.2 11.1% 0.0
Volume 97,970 174,285 76,315 77.9% 441,937
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 985.0 967.8 911.0
R3 957.8 940.5 903.5
R2 930.5 930.5 901.0
R1 913.3 913.3 898.5 908.3
PP 903.3 903.3 903.3 900.8
S1 886.0 886.0 893.5 881.0
S2 876.0 876.0 891.0
S3 848.5 858.5 888.5
S4 821.3 831.3 881.0
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
5 933.2 893.2 40.0 4.5% 17.5 2.0% 7% False True 123,244
10 933.2 893.2 40.0 4.5% 12.3 1.4% 7% False True 90,965
20 933.2 891.1 42.1 4.7% 11.3 1.3% 11% False False 92,396
40 933.2 823.1 110.1 12.3% 10.8 1.2% 66% False False 87,144
60 933.2 797.0 136.2 15.2% 10.5 1.2% 73% False False 75,879
80 933.2 760.1 173.1 19.3% 8.8 1.0% 78% False False 56,911
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 2.0
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1,036.5
2.618 992.0
1.618 964.8
1.000 947.8
0.618 937.3
HIGH 920.5
0.618 910.0
0.500 906.8
0.382 903.8
LOW 893.3
0.618 876.3
1.000 866.0
1.618 849.0
2.618 821.8
4.250 777.3
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 906.8 906.8
PP 903.3 903.3
S1 899.5 899.5

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

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