ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 930.2 937.0 6.8 0.7% 908.9
High 939.8 939.2 -0.6 -0.1% 939.8
Low 929.6 933.8 4.2 0.5% 903.8
Close 938.0 938.3 0.3 0.0% 938.0
Range 10.2 5.4 -4.8 -47.1% 36.0
ATR 9.2 9.0 -0.3 -3.0% 0.0
Volume 175,846 160,418 -15,428 -8.8% 334,129
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 953.3 951.3 941.3
R3 948.0 945.8 939.8
R2 942.5 942.5 939.3
R1 940.5 940.5 938.8 941.5
PP 937.0 937.0 937.0 937.5
S1 935.0 935.0 937.8 936.0
S2 931.8 931.8 937.3
S3 926.3 929.5 936.8
S4 921.0 924.3 935.3
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,035.3 1,022.5 957.8
R3 999.3 986.5 948.0
R2 963.3 963.3 944.5
R1 950.5 950.5 941.3 957.0
PP 927.3 927.3 927.3 930.3
S1 914.5 914.5 934.8 921.0
S2 891.3 891.3 931.5
S3 855.3 878.5 928.0
S4 819.3 842.5 918.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.8 913.5 26.3 2.8% 8.0 0.9% 94% False False 97,992
10 939.8 889.0 50.8 5.4% 9.8 1.0% 97% False False 49,516
20 939.8 889.0 50.8 5.4% 9.5 1.0% 97% False False 24,787
40 939.8 868.0 71.8 7.7% 5.8 0.6% 98% False False 12,399
60 939.8 818.6 121.2 12.9% 4.0 0.4% 99% False False 8,267
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 962.3
2.618 953.3
1.618 948.0
1.000 944.5
0.618 942.5
HIGH 939.3
0.618 937.3
0.500 936.5
0.382 935.8
LOW 933.8
0.618 930.5
1.000 928.5
1.618 925.0
2.618 919.8
4.250 910.8
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 937.8 936.0
PP 937.0 934.0
S1 936.5 931.8

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

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