ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 908.9 915.4 6.5 0.7% 912.0
High 913.8 924.9 11.1 1.2% 916.0
Low 903.8 913.5 9.7 1.1% 889.0
Close 912.9 922.3 9.4 1.0% 910.5
Range 10.0 11.4 1.4 14.0% 27.0
ATR 9.3 9.5 0.2 2.0% 0.0
Volume 4,587 13,410 8,823 192.3% 1,050
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 954.5 949.8 928.5
R3 943.0 938.3 925.5
R2 931.8 931.8 924.5
R1 927.0 927.0 923.3 929.3
PP 920.3 920.3 920.3 921.5
S1 915.5 915.5 921.3 918.0
S2 908.8 908.8 920.3
S3 897.5 904.3 919.3
S4 886.0 892.8 916.0
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
5 924.9 893.2 31.7 3.4% 12.3 1.3% 92% True False 3,705
10 929.9 889.0 40.9 4.4% 13.5 1.5% 81% False False 1,911
20 929.9 889.0 40.9 4.4% 8.8 1.0% 81% False False 965
40 929.9 868.0 61.9 6.7% 5.3 0.6% 88% False False 485
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.3
2.618 954.8
1.618 943.3
1.000 936.3
0.618 932.0
HIGH 925.0
0.618 920.5
0.500 919.3
0.382 917.8
LOW 913.5
0.618 906.5
1.000 902.0
1.618 895.0
2.618 883.8
4.250 865.0
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 921.3 918.3
PP 920.3 914.3
S1 919.3 910.0

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

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