ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 947.7 947.0 -0.7 -0.1% 944.0
High 948.3 950.7 2.4 0.3% 948.6
Low 936.2 942.7 6.5 0.7% 931.6
Close 947.3 948.9 1.6 0.2% 944.1
Range 12.1 8.0 -4.1 -33.9% 17.0
ATR 9.9 9.8 -0.1 -1.4% 0.0
Volume 94,719 89,146 -5,573 -5.9% 589,464
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 971.5 968.3 953.3
R3 963.5 960.3 951.0
R2 955.5 955.5 950.3
R1 952.3 952.3 949.8 953.8
PP 947.5 947.5 947.5 948.3
S1 944.3 944.3 948.3 945.8
S2 939.5 939.5 947.5
S3 931.5 936.3 946.8
S4 923.5 928.3 944.5
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
5 951.3 936.2 15.1 1.6% 10.0 1.0% 84% False False 100,545
10 951.3 931.6 19.7 2.1% 10.8 1.1% 88% False False 110,203
20 951.3 895.3 56.0 5.9% 9.8 1.0% 96% False False 97,135
40 951.3 889.0 62.3 6.6% 8.8 0.9% 96% False False 48,592
60 951.3 868.0 83.3 8.8% 6.3 0.7% 97% False False 32,396
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 984.8
2.618 971.8
1.618 963.8
1.000 958.8
0.618 955.8
HIGH 950.8
0.618 947.8
0.500 946.8
0.382 945.8
LOW 942.8
0.618 937.8
1.000 934.8
1.618 929.8
2.618 921.8
4.250 908.8
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 948.3 947.0
PP 947.5 945.3
S1 946.8 943.5

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

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