ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 901.9 899.5 -2.4 -0.3% 900.0
High 908.0 899.5 -8.5 -0.9% 908.0
Low 901.9 893.3 -8.6 -1.0% 891.1
Close 904.0 895.1 -8.9 -1.0% 904.0
Range 6.1 6.2 0.1 1.6% 16.9
ATR 5.7 6.1 0.4 6.2% 0.0
Volume 27 5 -22 -81.5% 65
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 914.5 911.0 898.5
R3 908.3 904.8 896.8
R2 902.3 902.3 896.3
R1 898.8 898.8 895.8 897.3
PP 896.0 896.0 896.0 895.3
S1 892.5 892.5 894.5 891.0
S2 889.8 889.8 894.0
S3 883.5 886.3 893.5
S4 877.3 880.0 891.8
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 951.8 944.8 913.3
R3 934.8 927.8 908.8
R2 918.0 918.0 907.0
R1 911.0 911.0 905.5 914.5
PP 901.0 901.0 901.0 902.8
S1 894.0 894.0 902.5 897.5
S2 884.3 884.3 901.0
S3 867.3 877.3 899.3
S4 850.3 860.3 894.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 908.0 891.1 16.9 1.9% 3.8 0.4% 24% False False 13
10 908.0 890.1 17.9 2.0% 2.5 0.3% 28% False False 8
20 908.0 868.0 40.0 4.5% 1.5 0.2% 68% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 925.8
2.618 915.8
1.618 909.5
1.000 905.8
0.618 903.3
HIGH 899.5
0.618 897.3
0.500 896.5
0.382 895.8
LOW 893.3
0.618 889.5
1.000 887.0
1.618 883.3
2.618 877.0
4.250 867.0
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 896.5 900.8
PP 896.0 898.8
S1 895.5 897.0

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

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