ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 932.3 916.9 -15.4 -1.7% 943.1
High 935.9 922.9 -13.0 -1.4% 951.3
Low 912.6 913.0 0.4 0.0% 936.2
Close 916.4 922.5 6.1 0.7% 948.9
Range 23.3 9.9 -13.4 -57.5% 15.1
ATR 11.6 11.5 -0.1 -1.0% 0.0
Volume 153,294 116,789 -36,505 -23.8% 413,687
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 949.3 945.8 928.0
R3 939.3 935.8 925.3
R2 929.3 929.3 924.3
R1 926.0 926.0 923.5 927.8
PP 919.5 919.5 919.5 920.3
S1 916.0 916.0 921.5 917.8
S2 909.5 909.5 920.8
S3 899.8 906.3 919.8
S4 889.8 896.3 917.0
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 4.1% 14.8 1.6% 26% False False 119,869
10 951.3 912.6 38.7 4.2% 12.5 1.4% 26% False False 112,623
20 951.3 912.6 38.7 4.2% 11.0 1.2% 26% False False 118,543
40 951.3 889.0 62.3 6.8% 10.0 1.1% 54% False False 61,344
60 951.3 868.0 83.3 9.0% 7.3 0.8% 65% False False 40,899
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 965.0
2.618 948.8
1.618 939.0
1.000 932.8
0.618 929.0
HIGH 923.0
0.618 919.0
0.500 918.0
0.382 916.8
LOW 913.0
0.618 907.0
1.000 903.0
1.618 897.0
2.618 887.0
4.250 871.0
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 921.0 927.8
PP 919.5 926.0
S1 918.0 924.3

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

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