ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 912.0 894.4 -17.6 -1.9% 918.7
High 916.0 897.7 -18.3 -2.0% 929.9
Low 890.0 889.0 -1.0 -0.1% 897.1
Close 892.2 892.9 0.7 0.1% 911.5
Range 26.0 8.7 -17.3 -66.5% 32.8
ATR 8.3 8.3 0.0 0.4% 0.0
Volume 430 90 -340 -79.1% 84
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 919.3 914.8 897.8
R3 910.5 906.0 895.3
R2 902.0 902.0 894.5
R1 897.5 897.5 893.8 895.3
PP 893.3 893.3 893.3 892.3
S1 888.8 888.8 892.0 886.5
S2 884.5 884.5 891.3
S3 875.8 880.0 890.5
S4 867.0 871.3 888.0
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
5 929.9 889.0 40.9 4.6% 14.8 1.6% 10% False True 117
10 929.9 889.0 40.9 4.6% 9.3 1.0% 10% False True 66
20 929.9 889.0 40.9 4.6% 6.8 0.8% 10% False True 43
40 929.9 868.0 61.9 6.9% 3.8 0.4% 40% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 934.8
2.618 920.5
1.618 911.8
1.000 906.5
0.618 903.0
HIGH 897.8
0.618 894.5
0.500 893.3
0.382 892.3
LOW 889.0
0.618 883.5
1.000 880.3
1.618 875.0
2.618 866.3
4.250 852.0
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 893.3 902.5
PP 893.3 899.3
S1 893.0 896.0

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

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