ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 943.1 944.0 0.9 0.1% 944.0
High 951.3 948.7 -2.6 -0.3% 948.6
Low 936.6 941.4 4.8 0.5% 931.6
Close 943.4 947.1 3.7 0.4% 944.1
Range 14.7 7.3 -7.4 -50.3% 17.0
ATR 10.0 9.8 -0.2 -1.9% 0.0
Volume 134,864 94,958 -39,906 -29.6% 589,464
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 967.8 964.8 951.0
R3 960.3 957.3 949.0
R2 953.0 953.0 948.5
R1 950.0 950.0 947.8 951.5
PP 945.8 945.8 945.8 946.5
S1 942.8 942.8 946.5 944.3
S2 938.5 938.5 945.8
S3 931.3 935.5 945.0
S4 923.8 928.3 943.0
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 992.5 985.3 953.5
R3 975.5 968.3 948.8
R2 958.5 958.5 947.3
R1 951.3 951.3 945.8 954.8
PP 941.5 941.5 941.5 943.3
S1 934.3 934.3 942.5 937.8
S2 924.5 924.5 941.0
S3 907.5 917.3 939.5
S4 890.5 900.3 934.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.3 936.3 15.0 1.6% 10.3 1.1% 72% False False 106,208
10 951.3 931.6 19.7 2.1% 10.5 1.1% 79% False False 113,604
20 951.3 893.2 58.1 6.1% 10.0 1.1% 93% False False 87,950
40 951.3 889.0 62.3 6.6% 8.5 0.9% 93% False False 43,996
60 951.3 868.0 83.3 8.8% 5.8 0.6% 95% False False 29,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 979.8
2.618 967.8
1.618 960.5
1.000 956.0
0.618 953.3
HIGH 948.8
0.618 946.0
0.500 945.0
0.382 944.3
LOW 941.5
0.618 937.0
1.000 934.0
1.618 929.5
2.618 922.3
4.250 910.5
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 946.5 946.0
PP 945.8 945.0
S1 945.0 944.0

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

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