ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 870.1 869.0 -1.1 -0.1% 842.6
High 870.1 874.5 4.4 0.5% 874.5
Low 870.1 869.0 -1.1 -0.1% 842.6
Close 867.5 869.7 2.2 0.3% 869.7
Range 0.0 5.5 5.5 31.9
ATR 7.9 7.8 -0.1 -0.8% 0.0
Volume 2 2 0 0.0% 34
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 887.5 884.3 872.8
R3 882.0 878.8 871.3
R2 876.5 876.5 870.8
R1 873.3 873.3 870.3 874.8
PP 871.0 871.0 871.0 872.0
S1 867.8 867.8 869.3 869.3
S2 865.5 865.5 868.8
S3 860.0 862.3 868.3
S4 854.5 856.8 866.8
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 958.0 945.8 887.3
R3 926.0 913.8 878.5
R2 894.3 894.3 875.5
R1 882.0 882.0 872.5 888.0
PP 862.3 862.3 862.3 865.3
S1 850.0 850.0 866.8 856.3
S2 830.3 830.3 863.8
S3 798.5 818.3 861.0
S4 766.5 786.3 852.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 874.5 820.7 53.8 6.2% 1.0 0.1% 91% True False 9
10 874.5 820.7 53.8 6.2% 0.5 0.1% 91% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 898.0
2.618 889.0
1.618 883.5
1.000 880.0
0.618 878.0
HIGH 874.5
0.618 872.5
0.500 871.8
0.382 871.0
LOW 869.0
0.618 865.5
1.000 863.5
1.618 860.0
2.618 854.5
4.250 845.5
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 871.8 871.8
PP 871.0 871.0
S1 870.5 870.3

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

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