ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 925.0 941.7 16.7 1.8% 947.7
High 945.0 949.8 4.8 0.5% 948.6
Low 924.1 941.5 17.4 1.9% 907.2
Close 943.3 945.2 1.9 0.2% 919.5
Range 20.9 8.3 -12.6 -60.3% 41.4
ATR 12.4 12.1 -0.3 -2.4% 0.0
Volume 111,481 80,994 -30,487 -27.3% 635,673
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 970.5 966.0 949.8
R3 962.0 957.8 947.5
R2 953.8 953.8 946.8
R1 949.5 949.5 946.0 951.8
PP 945.5 945.5 945.5 946.5
S1 941.3 941.3 944.5 943.3
S2 937.3 937.3 943.8
S3 929.0 933.0 943.0
S4 920.5 924.5 940.8
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
5 949.8 907.2 42.6 4.5% 13.5 1.4% 89% True False 98,686
10 950.7 907.2 43.5 4.6% 14.3 1.5% 87% False False 109,278
20 951.3 907.2 44.1 4.7% 12.5 1.3% 86% False False 109,969
40 951.3 889.0 62.3 6.6% 11.0 1.2% 90% False False 73,678
60 951.3 882.0 69.3 7.3% 8.3 0.9% 91% False False 49,123
80 951.3 820.7 130.6 13.8% 6.3 0.7% 95% False False 36,843
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 2.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 985.0
2.618 971.5
1.618 963.3
1.000 958.0
0.618 955.0
HIGH 949.8
0.618 946.8
0.500 945.8
0.382 944.8
LOW 941.5
0.618 936.3
1.000 933.3
1.618 928.0
2.618 919.8
4.250 906.3
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 945.8 942.5
PP 945.5 939.8
S1 945.3 937.0

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

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