ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 935.0 932.3 -2.7 -0.3% 943.1
High 943.0 935.9 -7.1 -0.8% 951.3
Low 928.6 912.6 -16.0 -1.7% 936.2
Close 932.1 916.4 -15.7 -1.7% 948.9
Range 14.4 23.3 8.9 61.8% 15.1
ATR 10.7 11.6 0.9 8.4% 0.0
Volume 118,652 153,294 34,642 29.2% 413,687
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 991.5 977.3 929.3
R3 968.3 954.0 922.8
R2 945.0 945.0 920.8
R1 930.8 930.8 918.5 926.3
PP 921.8 921.8 921.8 919.5
S1 907.3 907.3 914.3 902.8
S2 898.3 898.3 912.3
S3 875.0 884.0 910.0
S4 851.8 860.8 903.5
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
5 950.7 912.6 38.1 4.2% 15.3 1.7% 10% False True 115,455
10 951.3 912.6 38.7 4.2% 12.8 1.4% 10% False True 110,832
20 951.3 912.6 38.7 4.2% 10.8 1.2% 10% False True 115,887
40 951.3 889.0 62.3 6.8% 9.8 1.1% 44% False False 58,426
60 951.3 868.0 83.3 9.1% 7.0 0.8% 58% False False 38,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,035.0
2.618 997.0
1.618 973.5
1.000 959.3
0.618 950.3
HIGH 936.0
0.618 927.0
0.500 924.3
0.382 921.5
LOW 912.5
0.618 898.3
1.000 889.3
1.618 875.0
2.618 851.5
4.250 813.5
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 924.3 930.5
PP 921.8 925.8
S1 919.0 921.3

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

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