ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 938.0 945.0 7.0 0.7% 937.0
High 948.6 946.3 -2.3 -0.2% 951.0
Low 936.3 936.5 0.2 0.0% 933.3
Close 945.0 940.0 -5.0 -0.5% 948.5
Range 12.3 9.8 -2.5 -20.3% 17.7
ATR 9.8 9.8 0.0 0.0% 0.0
Volume 98,871 113,309 14,438 14.6% 605,061
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 970.3 965.0 945.5
R3 960.5 955.3 942.8
R2 950.8 950.8 941.8
R1 945.3 945.3 941.0 943.3
PP 941.0 941.0 941.0 939.8
S1 935.5 935.5 939.0 933.3
S2 931.3 931.3 938.3
S3 921.3 925.8 937.3
S4 911.5 916.0 934.5
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 1.3% 43% False False 119,861
10 951.0 929.6 21.4 2.3% 9.8 1.0% 49% False False 128,133
20 951.0 889.0 62.0 6.6% 10.8 1.1% 82% False False 72,034
40 951.0 889.0 62.0 6.6% 7.8 0.8% 82% False False 36,025
60 951.0 820.7 130.3 13.9% 5.5 0.6% 92% False False 24,018
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 988.0
2.618 972.0
1.618 962.3
1.000 956.0
0.618 952.3
HIGH 946.3
0.618 942.5
0.500 941.5
0.382 940.3
LOW 936.5
0.618 930.5
1.000 926.8
1.618 920.8
2.618 910.8
4.250 894.8
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 941.5 940.0
PP 941.0 940.0
S1 940.5 940.0

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

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