ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 947.7 935.0 -12.7 -1.3% 943.1
High 948.6 943.0 -5.6 -0.6% 951.3
Low 930.6 928.6 -2.0 -0.2% 936.2
Close 935.1 932.1 -3.0 -0.3% 948.9
Range 18.0 14.4 -3.6 -20.0% 15.1
ATR 10.4 10.7 0.3 2.7% 0.0
Volume 121,466 118,652 -2,814 -2.3% 413,687
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 977.8 969.3 940.0
R3 963.3 955.0 936.0
R2 949.0 949.0 934.8
R1 940.5 940.5 933.5 937.5
PP 934.5 934.5 934.5 933.0
S1 926.3 926.3 930.8 923.3
S2 920.3 920.3 929.5
S3 905.8 911.8 928.3
S4 891.3 897.3 924.3
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 990.8 985.0 957.3
R3 975.8 969.8 953.0
R2 960.5 960.5 951.8
R1 954.8 954.8 950.3 957.8
PP 945.5 945.5 945.5 947.0
S1 939.8 939.8 947.5 942.5
S2 930.3 930.3 946.3
S3 915.3 924.5 944.8
S4 900.3 909.5 940.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 950.7 928.6 22.1 2.4% 12.0 1.3% 16% False True 103,788
10 951.3 928.6 22.7 2.4% 12.0 1.3% 15% False True 111,356
20 951.3 913.5 37.8 4.1% 10.3 1.1% 49% False False 108,893
40 951.3 889.0 62.3 6.7% 9.3 1.0% 69% False False 54,594
60 951.3 868.0 83.3 8.9% 6.8 0.7% 77% False False 36,398
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,004.3
2.618 980.8
1.618 966.3
1.000 957.5
0.618 952.0
HIGH 943.0
0.618 937.5
0.500 935.8
0.382 934.0
LOW 928.5
0.618 919.8
1.000 914.3
1.618 905.3
2.618 891.0
4.250 867.5
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 935.8 939.8
PP 934.5 937.3
S1 933.3 934.5

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

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