ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 891.7 894.9 3.2 0.4% 875.0
High 891.7 896.6 4.9 0.5% 887.0
Low 891.7 894.4 2.7 0.3% 868.0
Close 891.7 895.2 3.5 0.4% 887.0
Range 0.0 2.2 2.2 19.0
ATR 5.1 5.0 0.0 -0.2% 0.0
Volume 3 4 1 33.3% 20
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 902.0 900.8 896.5
R3 899.8 898.5 895.8
R2 897.5 897.5 895.5
R1 896.5 896.5 895.5 897.0
PP 895.5 895.5 895.5 895.8
S1 894.3 894.3 895.0 894.8
S2 893.3 893.3 894.8
S3 891.0 892.0 894.5
S4 888.8 889.8 894.0
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 937.8 931.3 897.5
R3 918.8 912.3 892.3
R2 899.8 899.8 890.5
R1 893.3 893.3 888.8 896.5
PP 880.8 880.8 880.8 882.3
S1 874.3 874.3 885.3 877.5
S2 861.8 861.8 883.5
S3 842.8 855.3 881.8
S4 823.8 836.3 876.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 896.6 887.0 9.6 1.1% 1.5 0.2% 85% True False 3
10 896.6 868.0 28.6 3.2% 1.0 0.1% 95% True False 3
20 896.6 820.7 75.9 8.5% 0.8 0.1% 98% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.0
2.618 902.3
1.618 900.3
1.000 898.8
0.618 898.0
HIGH 896.5
0.618 895.8
0.500 895.5
0.382 895.3
LOW 894.5
0.618 893.0
1.000 892.3
1.618 890.8
2.618 888.8
4.250 885.0
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 895.5 894.5
PP 895.5 894.0
S1 895.3 893.3

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

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