ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 926.0 928.2 2.2 0.2% 915.1
High 931.3 935.5 4.2 0.5% 920.5
Low 925.9 926.7 0.8 0.1% 892.6
Close 927.9 934.7 6.8 0.7% 914.3
Range 5.4 8.8 3.4 63.0% 27.9
ATR 11.9 11.7 -0.2 -1.9% 0.0
Volume 168,155 152,241 -15,914 -9.5% 725,144
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 958.8 955.5 939.5
R3 950.0 946.8 937.0
R2 941.0 941.0 936.3
R1 938.0 938.0 935.5 939.5
PP 932.3 932.3 932.3 933.0
S1 929.0 929.0 934.0 930.8
S2 923.5 923.5 933.0
S3 914.8 920.3 932.3
S4 906.0 911.5 929.8
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
5 935.5 896.8 38.7 4.1% 11.3 1.2% 98% True False 143,353
10 935.5 892.6 42.9 4.6% 13.3 1.4% 98% True False 138,833
20 935.5 892.6 42.9 4.6% 11.8 1.3% 98% True False 109,854
40 935.5 870.8 64.7 6.9% 10.5 1.1% 99% True False 96,929
60 935.5 817.4 118.1 12.6% 11.0 1.2% 99% True False 94,351
80 935.5 760.1 175.4 18.8% 9.8 1.0% 100% True False 70,861
100 935.5 760.1 175.4 18.8% 8.0 0.9% 100% True False 56,692
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
4.250 973.0
2.618 958.5
1.618 949.8
1.000 944.3
0.618 941.0
HIGH 935.5
0.618 932.3
0.500 931.0
0.382 930.0
LOW 926.8
0.618 921.3
1.000 918.0
1.618 912.5
2.618 903.8
4.250 889.3
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 933.5 931.8
PP 932.3 928.8
S1 931.0 925.5

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

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