ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 896.8 895.8 -1.0 -0.1% 888.0
High 896.8 896.5 -0.3 0.0% 899.5
Low 891.1 895.8 4.7 0.5% 888.0
Close 888.7 896.1 7.4 0.8% 899.2
Range 5.7 0.7 -5.0 -87.7% 11.5
ATR 5.0 5.2 0.2 3.9% 0.0
Volume 9 27 18 200.0% 15
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 898.3 897.8 896.5
R3 897.5 897.3 896.3
R2 896.8 896.8 896.3
R1 896.5 896.5 896.3 896.8
PP 896.3 896.3 896.3 896.3
S1 895.8 895.8 896.0 896.0
S2 895.5 895.5 896.0
S3 894.8 895.0 896.0
S4 894.0 894.3 895.8
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 930.0 926.3 905.5
R3 918.5 914.8 902.3
R2 907.0 907.0 901.3
R1 903.3 903.3 900.3 905.0
PP 895.5 895.5 895.5 896.5
S1 891.8 891.8 898.3 893.5
S2 884.0 884.0 897.0
S3 872.5 880.3 896.0
S4 861.0 868.8 893.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.1 891.1 12.0 1.3% 1.3 0.1% 42% False False 8
10 903.1 887.0 16.1 1.8% 1.3 0.1% 57% False False 5
20 903.1 868.0 35.1 3.9% 1.3 0.1% 80% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 899.5
2.618 898.3
1.618 897.8
1.000 897.3
0.618 897.0
HIGH 896.5
0.618 896.3
0.500 896.3
0.382 896.0
LOW 895.8
0.618 895.3
1.000 895.0
1.618 894.8
2.618 894.0
4.250 892.8
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 896.3 897.0
PP 896.3 896.8
S1 896.0 896.5

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

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