ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 949.3 944.0 -5.3 -0.6% 937.0
High 951.0 947.5 -3.5 -0.4% 951.0
Low 945.1 933.5 -11.6 -1.2% 933.3
Close 948.5 944.6 -3.9 -0.4% 948.5
Range 5.9 14.0 8.1 137.3% 17.7
ATR 8.5 9.0 0.5 5.4% 0.0
Volume 98,882 129,703 30,821 31.2% 605,061
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 983.8 978.3 952.3
R3 969.8 964.3 948.5
R2 955.8 955.8 947.3
R1 950.3 950.3 946.0 953.0
PP 941.8 941.8 941.8 943.3
S1 936.3 936.3 943.3 939.0
S2 927.8 927.8 942.0
S3 913.8 922.3 940.8
S4 899.8 908.3 937.0
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% 8.8 0.9% 64% False False 114,869
10 951.0 913.5 37.5 4.0% 8.3 0.9% 83% False False 106,430
20 951.0 889.0 62.0 6.6% 10.8 1.1% 90% False False 53,501
40 951.0 889.0 62.0 6.6% 6.8 0.7% 90% False False 26,757
60 951.0 820.7 130.3 13.8% 4.8 0.5% 95% False False 17,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,007.0
2.618 984.3
1.618 970.3
1.000 961.5
0.618 956.3
HIGH 947.5
0.618 942.3
0.500 940.5
0.382 938.8
LOW 933.5
0.618 924.8
1.000 919.5
1.618 910.8
2.618 896.8
4.250 874.0
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 943.3 943.8
PP 941.8 943.0
S1 940.5 942.3

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

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