ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 919.2 930.5 11.3 1.2% 947.7
High 931.7 933.1 1.4 0.2% 948.6
Low 916.6 924.1 7.5 0.8% 907.2
Close 930.4 926.0 -4.4 -0.5% 919.5
Range 15.1 9.0 -6.1 -40.4% 41.4
ATR 12.0 11.8 -0.2 -1.8% 0.0
Volume 82,026 93,461 11,435 13.9% 635,673
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 954.8 949.3 931.0
R3 945.8 940.3 928.5
R2 936.8 936.8 927.8
R1 931.3 931.3 926.8 929.5
PP 927.8 927.8 927.8 926.8
S1 922.3 922.3 925.3 920.5
S2 918.8 918.8 924.3
S3 909.8 913.3 923.5
S4 900.8 904.3 921.0
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
5 935.9 907.2 28.7 3.1% 14.3 1.5% 66% False False 114,208
10 950.7 907.2 43.5 4.7% 13.3 1.4% 43% False False 108,998
20 951.3 907.2 44.1 4.8% 11.8 1.3% 43% False False 112,947
40 951.3 889.0 62.3 6.7% 10.5 1.1% 59% False False 68,867
60 951.3 868.0 83.3 9.0% 7.8 0.8% 70% False False 45,915
80 951.3 818.6 132.7 14.3% 6.0 0.6% 81% False False 34,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 971.3
2.618 956.8
1.618 947.8
1.000 942.0
0.618 938.8
HIGH 933.0
0.618 929.8
0.500 928.5
0.382 927.5
LOW 924.0
0.618 918.5
1.000 915.0
1.618 909.5
2.618 900.5
4.250 885.8
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 928.5 924.0
PP 927.8 922.0
S1 926.8 920.3

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

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