ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 904.0 912.0 8.0 0.9% 918.7
High 910.0 916.0 6.0 0.7% 929.9
Low 904.0 890.0 -14.0 -1.5% 897.1
Close 911.5 892.2 -19.3 -2.1% 911.5
Range 6.0 26.0 20.0 333.3% 32.8
ATR 6.9 8.3 1.4 19.7% 0.0
Volume 21 430 409 1,947.6% 84
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 977.5 960.8 906.5
R3 951.5 934.8 899.3
R2 925.5 925.5 897.0
R1 908.8 908.8 894.5 904.0
PP 899.5 899.5 899.5 897.0
S1 882.8 882.8 889.8 878.0
S2 873.5 873.5 887.5
S3 847.5 856.8 885.0
S4 821.5 830.8 878.0
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,011.3 994.3 929.5
R3 978.5 961.3 920.5
R2 945.8 945.8 917.5
R1 928.5 928.5 914.5 920.8
PP 912.8 912.8 912.8 909.0
S1 895.8 895.8 908.5 888.0
S2 880.0 880.0 905.5
S3 847.3 863.0 902.5
S4 814.5 830.3 893.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 929.9 890.0 39.9 4.5% 14.5 1.6% 6% False True 101
10 929.9 890.0 39.9 4.5% 9.0 1.0% 6% False True 57
20 929.9 890.0 39.9 4.5% 6.3 0.7% 6% False True 38
40 929.9 842.6 87.3 9.8% 3.5 0.4% 57% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1,026.5
2.618 984.0
1.618 958.0
1.000 942.0
0.618 932.0
HIGH 916.0
0.618 906.0
0.500 903.0
0.382 900.0
LOW 890.0
0.618 874.0
1.000 864.0
1.618 848.0
2.618 822.0
4.250 779.5
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 903.0 903.0
PP 899.5 899.5
S1 895.8 895.8

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

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