ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 922.6 923.9 1.3 0.1% 912.0
High 927.6 932.1 4.5 0.5% 916.0
Low 922.6 923.7 1.1 0.1% 889.0
Close 924.7 931.2 6.5 0.7% 910.5
Range 5.0 8.4 3.4 68.0% 27.0
ATR 9.2 9.2 -0.1 -0.6% 0.0
Volume 63,683 76,603 12,920 20.3% 1,050
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 954.3 951.0 935.8
R3 945.8 942.8 933.5
R2 937.5 937.5 932.8
R1 934.3 934.3 932.0 935.8
PP 929.0 929.0 929.0 929.8
S1 926.0 926.0 930.5 927.5
S2 920.5 920.5 929.8
S3 912.3 917.5 929.0
S4 903.8 909.0 926.5
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
5 932.1 895.3 36.8 4.0% 10.0 1.1% 98% True False 31,731
10 932.1 889.0 43.1 4.6% 11.5 1.2% 98% True False 15,935
20 932.1 889.0 43.1 4.6% 8.8 0.9% 98% True False 7,975
40 932.1 868.0 64.1 6.9% 5.5 0.6% 99% True False 3,992
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 967.8
2.618 954.0
1.618 945.8
1.000 940.5
0.618 937.3
HIGH 932.0
0.618 929.0
0.500 928.0
0.382 927.0
LOW 923.8
0.618 918.5
1.000 915.3
1.618 910.0
2.618 901.8
4.250 888.0
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 930.0 928.5
PP 929.0 925.5
S1 928.0 922.8

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

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