ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 902.5 908.9 6.4 0.7% 912.0
High 910.5 913.8 3.3 0.4% 916.0
Low 895.3 903.8 8.5 0.9% 889.0
Close 910.5 912.9 2.4 0.3% 910.5
Range 15.2 10.0 -5.2 -34.2% 27.0
ATR 9.3 9.3 0.1 0.5% 0.0
Volume 376 4,587 4,211 1,119.9% 1,050
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 940.3 936.5 918.5
R3 930.3 926.5 915.8
R2 920.3 920.3 914.8
R1 916.5 916.5 913.8 918.3
PP 910.3 910.3 910.3 911.0
S1 906.5 906.5 912.0 908.3
S2 900.3 900.3 911.0
S3 890.3 896.5 910.3
S4 880.3 886.5 907.5
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
5 913.8 889.0 24.8 2.7% 11.5 1.3% 96% True False 1,041
10 929.9 889.0 40.9 4.5% 13.0 1.4% 58% False False 571
20 929.9 889.0 40.9 4.5% 8.3 0.9% 58% False False 295
40 929.9 868.0 61.9 6.8% 4.8 0.5% 73% False False 150
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956.3
2.618 940.0
1.618 930.0
1.000 923.8
0.618 920.0
HIGH 913.8
0.618 910.0
0.500 908.8
0.382 907.5
LOW 903.8
0.618 897.5
1.000 893.8
1.618 887.5
2.618 877.5
4.250 861.3
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 911.5 910.0
PP 910.3 907.3
S1 908.8 904.5

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

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