ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 869.0 870.2 1.2 0.1% 842.6
High 874.5 870.2 -4.3 -0.5% 874.5
Low 869.0 870.2 1.2 0.1% 842.6
Close 869.7 870.2 0.5 0.1% 869.7
Range 5.5 0.0 -5.5 -100.0% 31.9
ATR 7.8 7.3 -0.5 -6.7% 0.0
Volume 2 4 2 100.0% 34
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 870.3 870.3 870.3
R3 870.3 870.3 870.3
R2 870.3 870.3 870.3
R1 870.3 870.3 870.3 870.3
PP 870.3 870.3 870.3 870.3
S1 870.3 870.3 870.3 870.3
S2 870.3 870.3 870.3
S3 870.3 870.3 870.3
S4 870.3 870.3 870.3
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
5 874.5 842.6 31.9 3.7% 1.0 0.1% 87% False False 7
10 874.5 820.7 53.8 6.2% 0.5 0.1% 92% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 870.3
2.618 870.3
1.618 870.3
1.000 870.3
0.618 870.3
HIGH 870.3
0.618 870.3
0.500 870.3
0.382 870.3
LOW 870.3
0.618 870.3
1.000 870.3
1.618 870.3
2.618 870.3
4.250 870.3
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 870.3 871.8
PP 870.3 871.3
S1 870.3 870.8

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

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