ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 939.8 949.3 9.5 1.0% 937.0
High 949.5 951.0 1.5 0.2% 951.0
Low 939.7 945.1 5.4 0.6% 933.3
Close 948.8 948.5 -0.3 0.0% 948.5
Range 9.8 5.9 -3.9 -39.8% 17.7
ATR 8.8 8.5 -0.2 -2.3% 0.0
Volume 93,731 98,882 5,151 5.5% 605,061
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 966.0 963.0 951.8
R3 960.0 957.3 950.0
R2 954.0 954.0 949.5
R1 951.3 951.3 949.0 949.8
PP 948.3 948.3 948.3 947.5
S1 945.5 945.5 948.0 943.8
S2 942.3 942.3 947.5
S3 936.5 939.5 947.0
S4 930.5 933.5 945.3
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 997.3 990.8 958.3
R3 979.8 973.0 953.3
R2 962.0 962.0 951.8
R1 955.3 955.3 950.0 958.5
PP 944.3 944.3 944.3 946.0
S1 937.5 937.5 947.0 941.0
S2 926.5 926.5 945.3
S3 908.8 919.8 943.8
S4 891.3 902.3 938.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.0 933.3 17.7 1.9% 7.0 0.7% 86% True False 121,012
10 951.0 903.8 47.2 5.0% 8.0 0.8% 95% True False 93,919
20 951.0 889.0 62.0 6.5% 10.0 1.1% 96% True False 47,016
40 951.0 888.0 63.0 6.6% 6.5 0.7% 96% True False 23,514
60 951.0 820.7 130.3 13.7% 4.5 0.5% 98% True False 15,678
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 976.0
2.618 966.5
1.618 960.5
1.000 957.0
0.618 954.8
HIGH 951.0
0.618 948.8
0.500 948.0
0.382 947.3
LOW 945.0
0.618 941.5
1.000 939.3
1.618 935.5
2.618 929.8
4.250 920.0
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 948.3 946.5
PP 948.3 944.5
S1 948.0 942.5

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

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