ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 928.2 933.6 5.4 0.6% 913.8
High 935.5 943.0 7.5 0.8% 943.0
Low 926.7 933.2 6.5 0.7% 906.7
Close 934.7 941.5 6.8 0.7% 941.5
Range 8.8 9.8 1.0 11.4% 36.3
ATR 11.7 11.6 -0.1 -1.2% 0.0
Volume 152,241 117,006 -35,235 -23.1% 682,231
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 968.8 964.8 947.0
R3 958.8 955.0 944.3
R2 949.0 949.0 943.3
R1 945.3 945.3 942.5 947.3
PP 939.3 939.3 939.3 940.3
S1 935.5 935.5 940.5 937.3
S2 929.5 929.5 939.8
S3 919.8 925.8 938.8
S4 909.8 915.8 936.0
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,039.3 1,026.8 961.5
R3 1,003.0 990.5 951.5
R2 966.8 966.8 948.3
R1 954.0 954.0 944.8 960.5
PP 930.5 930.5 930.5 933.5
S1 917.8 917.8 938.3 924.0
S2 894.0 894.0 934.8
S3 857.8 881.5 931.5
S4 821.5 845.3 921.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943.0 906.7 36.3 3.9% 9.5 1.0% 96% True False 136,446
10 943.0 892.6 50.4 5.4% 13.3 1.4% 97% True False 140,737
20 943.0 892.6 50.4 5.4% 11.8 1.2% 97% True False 110,913
40 943.0 870.8 72.2 7.7% 10.8 1.1% 98% True False 97,951
60 943.0 817.4 125.6 13.3% 11.0 1.2% 99% True False 96,289
80 943.0 760.1 182.9 19.4% 9.8 1.0% 99% True False 72,324
100 943.0 760.1 182.9 19.4% 8.0 0.9% 99% True False 57,861
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 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 984.8
2.618 968.8
1.618 958.8
1.000 952.8
0.618 949.0
HIGH 943.0
0.618 939.3
0.500 938.0
0.382 937.0
LOW 933.3
0.618 927.3
1.000 923.5
1.618 917.3
2.618 907.5
4.250 891.5
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 940.3 939.3
PP 939.3 936.8
S1 938.0 934.5

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

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