ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 915.4 922.6 7.2 0.8% 912.0
High 924.9 927.6 2.7 0.3% 916.0
Low 913.5 922.6 9.1 1.0% 889.0
Close 922.3 924.7 2.4 0.3% 910.5
Range 11.4 5.0 -6.4 -56.1% 27.0
ATR 9.5 9.2 -0.3 -3.2% 0.0
Volume 13,410 63,683 50,273 374.9% 1,050
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 940.0 937.3 927.5
R3 935.0 932.3 926.0
R2 930.0 930.0 925.5
R1 927.3 927.3 925.3 928.8
PP 925.0 925.0 925.0 925.5
S1 922.3 922.3 924.3 923.8
S2 920.0 920.0 923.8
S3 915.0 917.3 923.3
S4 910.0 912.3 922.0
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
5 927.6 895.3 32.3 3.5% 9.8 1.1% 91% True False 16,425
10 927.6 889.0 38.6 4.2% 11.8 1.3% 92% True False 8,277
20 929.9 889.0 40.9 4.4% 8.8 0.9% 87% False False 4,146
40 929.9 868.0 61.9 6.7% 5.3 0.6% 92% False False 2,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 948.8
2.618 940.8
1.618 935.8
1.000 932.5
0.618 930.8
HIGH 927.5
0.618 925.8
0.500 925.0
0.382 924.5
LOW 922.5
0.618 919.5
1.000 917.5
1.618 914.5
2.618 909.5
4.250 901.3
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 925.0 921.8
PP 925.0 918.8
S1 924.8 915.8

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

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