ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 898.0 895.9 -2.1 -0.2% 920.6
High 902.6 913.6 11.0 1.2% 933.2
Low 892.6 894.9 2.3 0.3% 898.5
Close 896.6 909.1 12.5 1.4% 915.4
Range 10.0 18.7 8.7 87.0% 34.7
ATR 11.8 12.3 0.5 4.2% 0.0
Volume 152,794 135,246 -17,548 -11.5% 441,937
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 962.0 954.3 919.5
R3 943.3 935.5 914.3
R2 924.5 924.5 912.5
R1 916.8 916.8 910.8 920.8
PP 905.8 905.8 905.8 907.8
S1 898.3 898.3 907.5 902.0
S2 887.3 887.3 905.8
S3 868.5 879.5 904.0
S4 849.8 860.8 898.8
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
5 920.5 892.6 27.9 3.1% 16.5 1.8% 59% False False 140,472
10 933.2 892.6 40.6 4.5% 13.8 1.5% 41% False False 105,863
20 933.2 891.1 42.1 4.6% 12.0 1.3% 43% False False 98,061
40 933.2 823.1 110.1 12.1% 10.8 1.2% 78% False False 90,422
60 933.2 810.9 122.3 13.5% 10.8 1.2% 80% False False 80,675
80 933.2 760.1 173.1 19.0% 9.0 1.0% 86% False False 60,511
100 933.2 760.1 173.1 19.0% 7.5 0.8% 86% False False 48,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 993.0
2.618 962.5
1.618 943.8
1.000 932.3
0.618 925.3
HIGH 913.5
0.618 906.5
0.500 904.3
0.382 902.0
LOW 895.0
0.618 883.3
1.000 876.3
1.618 864.8
2.618 846.0
4.250 815.5
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 907.5 908.3
PP 905.8 907.5
S1 904.3 906.5

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

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