ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 921.6 919.2 -2.4 -0.3% 947.7
High 921.6 931.7 10.1 1.1% 948.6
Low 907.2 916.6 9.4 1.0% 907.2
Close 919.5 930.4 10.9 1.2% 919.5
Range 14.4 15.1 0.7 4.9% 41.4
ATR 11.7 12.0 0.2 2.0% 0.0
Volume 125,472 82,026 -43,446 -34.6% 635,673
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 971.5 966.0 938.8
R3 956.5 951.0 934.5
R2 941.3 941.3 933.3
R1 935.8 935.8 931.8 938.5
PP 926.3 926.3 926.3 927.5
S1 920.8 920.8 929.0 923.5
S2 911.3 911.3 927.8
S3 896.0 905.8 926.3
S4 881.0 890.5 922.0
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,049.3 1,025.8 942.3
R3 1,008.0 984.5 931.0
R2 966.5 966.5 927.0
R1 943.0 943.0 923.3 934.0
PP 925.0 925.0 925.0 920.5
S1 901.5 901.5 915.8 892.8
S2 883.8 883.8 912.0
S3 842.3 860.3 908.0
S4 801.0 818.8 896.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943.0 907.2 35.8 3.8% 15.5 1.7% 65% False False 119,246
10 951.3 907.2 44.1 4.7% 13.8 1.5% 53% False False 113,138
20 951.3 907.2 44.1 4.7% 11.5 1.2% 53% False False 116,295
40 951.3 889.0 62.3 6.7% 10.5 1.1% 66% False False 66,531
60 951.3 868.0 83.3 9.0% 7.8 0.8% 75% False False 44,357
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 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 996.0
2.618 971.3
1.618 956.3
1.000 946.8
0.618 941.0
HIGH 931.8
0.618 926.0
0.500 924.3
0.382 922.3
LOW 916.5
0.618 907.3
1.000 901.5
1.618 892.3
2.618 877.0
4.250 852.5
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 928.3 926.8
PP 926.3 923.0
S1 924.3 919.5

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

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