ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 899.5 898.5 -1.0 -0.1% 900.0
High 899.5 898.5 -1.0 -0.1% 908.0
Low 893.3 898.5 5.2 0.6% 891.1
Close 895.1 901.7 6.6 0.7% 904.0
Range 6.2 0.0 -6.2 -100.0% 16.9
ATR 6.1 5.9 -0.2 -3.1% 0.0
Volume 5 1 -4 -80.0% 65
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 899.5 900.8 901.8
R3 899.5 900.8 901.8
R2 899.5 899.5 901.8
R1 900.8 900.8 901.8 900.0
PP 899.5 899.5 899.5 899.3
S1 900.8 900.8 901.8 900.0
S2 899.5 899.5 901.8
S3 899.5 900.8 901.8
S4 899.5 900.8 901.8
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% 63% False False 13
10 908.0 891.1 16.9 1.9% 2.0 0.2% 63% False False 8
20 908.0 868.0 40.0 4.4% 1.5 0.2% 84% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 898.5
2.618 898.5
1.618 898.5
1.000 898.5
0.618 898.5
HIGH 898.5
0.618 898.5
0.500 898.5
0.382 898.5
LOW 898.5
0.618 898.5
1.000 898.5
1.618 898.5
2.618 898.5
4.250 898.5
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 900.8 901.3
PP 899.5 901.0
S1 898.5 900.8

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

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