ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 913.8 916.9 3.1 0.3% 915.1
High 917.6 928.5 10.9 1.2% 920.5
Low 906.7 915.7 9.0 1.0% 892.6
Close 916.5 925.9 9.4 1.0% 914.3
Range 10.9 12.8 1.9 17.4% 27.9
ATR 12.4 12.4 0.0 0.2% 0.0
Volume 116,815 128,014 11,199 9.6% 725,144
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 961.8 956.8 933.0
R3 949.0 943.8 929.5
R2 936.3 936.3 928.3
R1 931.0 931.0 927.0 933.5
PP 923.3 923.3 923.3 924.8
S1 918.3 918.3 924.8 920.8
S2 910.5 910.5 923.5
S3 897.8 905.5 922.5
S4 885.0 892.8 918.8
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 992.8 981.5 929.8
R3 965.0 953.5 922.0
R2 937.0 937.0 919.5
R1 925.8 925.8 916.8 917.5
PP 909.3 909.3 909.3 905.0
S1 897.8 897.8 911.8 889.5
S2 881.3 881.3 909.3
S3 853.3 869.8 906.8
S4 825.5 842.0 899.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.5 894.9 33.6 3.6% 14.0 1.5% 92% True False 128,578
10 933.2 892.6 40.6 4.4% 15.5 1.7% 82% False False 133,570
20 933.2 892.6 40.6 4.4% 12.3 1.3% 82% False False 102,380
40 933.2 868.1 65.1 7.0% 10.5 1.1% 89% False False 92,598
60 933.2 813.4 119.8 12.9% 11.0 1.2% 94% False False 89,116
80 933.2 760.1 173.1 18.7% 9.5 1.0% 96% False False 66,857
100 933.2 760.1 173.1 18.7% 8.0 0.9% 96% False False 53,490
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983.0
2.618 962.0
1.618 949.3
1.000 941.3
0.618 936.5
HIGH 928.5
0.618 923.5
0.500 922.0
0.382 920.5
LOW 915.8
0.618 907.8
1.000 903.0
1.618 895.0
2.618 882.3
4.250 861.3
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 924.8 921.5
PP 923.3 917.0
S1 922.0 912.8

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

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