ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 908.0 902.5 -5.5 -0.6% 912.0
High 911.2 910.5 -0.7 -0.1% 916.0
Low 903.7 895.3 -8.4 -0.9% 889.0
Close 906.5 910.5 4.0 0.4% 910.5
Range 7.5 15.2 7.7 102.7% 27.0
ATR 8.8 9.3 0.5 5.1% 0.0
Volume 72 376 304 422.2% 1,050
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 951.0 946.0 918.8
R3 935.8 930.8 914.8
R2 920.8 920.8 913.3
R1 915.5 915.5 912.0 918.0
PP 905.5 905.5 905.5 906.8
S1 900.3 900.3 909.0 903.0
S2 890.3 890.3 907.8
S3 875.0 885.3 906.3
S4 859.8 870.0 902.3
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 986.3 975.3 925.3
R3 959.3 948.3 918.0
R2 932.3 932.3 915.5
R1 921.3 921.3 913.0 913.3
PP 905.3 905.3 905.3 901.0
S1 894.3 894.3 908.0 886.3
S2 878.3 878.3 905.5
S3 851.3 867.3 903.0
S4 824.3 840.3 895.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 916.0 889.0 27.0 3.0% 14.8 1.6% 80% False False 210
10 929.9 889.0 40.9 4.5% 12.0 1.3% 53% False False 113
20 929.9 889.0 40.9 4.5% 8.0 0.9% 53% False False 66
40 929.9 868.0 61.9 6.8% 4.5 0.5% 69% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 975.0
2.618 950.3
1.618 935.0
1.000 925.8
0.618 920.0
HIGH 910.5
0.618 904.8
0.500 903.0
0.382 901.0
LOW 895.3
0.618 886.0
1.000 880.0
1.618 870.8
2.618 855.5
4.250 830.8
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 908.0 907.8
PP 905.5 905.0
S1 903.0 902.3

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

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