ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 945.4 938.0 -7.4 -0.8% 937.0
High 948.4 948.6 0.2 0.0% 951.0
Low 931.6 936.3 4.7 0.5% 933.3
Close 939.3 945.0 5.7 0.6% 948.5
Range 16.8 12.3 -4.5 -26.8% 17.7
ATR 9.6 9.8 0.2 2.0% 0.0
Volume 158,540 98,871 -59,669 -37.6% 605,061
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 980.3 975.0 951.8
R3 968.0 962.5 948.5
R2 955.5 955.5 947.3
R1 950.3 950.3 946.3 953.0
PP 943.3 943.3 943.3 944.5
S1 938.0 938.0 943.8 940.8
S2 931.0 931.0 942.8
S3 918.8 925.8 941.5
S4 906.5 913.5 938.3
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
5 951.0 931.6 19.4 2.1% 11.8 1.2% 69% False False 115,945
10 951.0 923.7 27.3 2.9% 9.8 1.0% 78% False False 124,462
20 951.0 889.0 62.0 6.6% 10.8 1.1% 90% False False 66,369
40 951.0 889.0 62.0 6.6% 7.5 0.8% 90% False False 33,192
60 951.0 820.7 130.3 13.8% 5.3 0.6% 95% False False 22,130
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 1.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,001.0
2.618 980.8
1.618 968.5
1.000 961.0
0.618 956.3
HIGH 948.5
0.618 944.0
0.500 942.5
0.382 941.0
LOW 936.3
0.618 928.8
1.000 924.0
1.618 916.5
2.618 904.0
4.250 884.0
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 944.3 943.3
PP 943.3 941.8
S1 942.5 940.0

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

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