ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 937.6 939.8 2.2 0.2% 908.9
High 941.5 949.5 8.0 0.8% 939.8
Low 933.8 939.7 5.9 0.6% 903.8
Close 940.8 948.8 8.0 0.9% 938.0
Range 7.7 9.8 2.1 27.3% 36.0
ATR 8.7 8.8 0.1 0.9% 0.0
Volume 124,146 93,731 -30,415 -24.5% 334,129
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 975.5 972.0 954.3
R3 965.5 962.0 951.5
R2 955.8 955.8 950.5
R1 952.3 952.3 949.8 954.0
PP 946.0 946.0 946.0 947.0
S1 942.5 942.5 948.0 944.3
S2 936.3 936.3 947.0
S3 926.5 932.8 946.0
S4 916.5 923.0 943.5
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
5 949.5 929.6 19.9 2.1% 7.8 0.8% 96% True False 136,405
10 949.5 895.3 54.2 5.7% 9.0 0.9% 99% True False 84,068
20 949.5 889.0 60.5 6.4% 10.0 1.0% 99% True False 42,073
40 949.5 887.0 62.5 6.6% 6.3 0.7% 99% True False 21,043
60 949.5 820.7 128.8 13.6% 4.5 0.5% 99% True False 14,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 991.3
2.618 975.3
1.618 965.3
1.000 959.3
0.618 955.5
HIGH 949.5
0.618 945.8
0.500 944.5
0.382 943.5
LOW 939.8
0.618 933.8
1.000 930.0
1.618 923.8
2.618 914.0
4.250 898.0
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 947.5 946.3
PP 946.0 943.8
S1 944.5 941.5

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

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