ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 941.7 945.4 3.7 0.4% 919.2
High 949.8 946.1 -3.7 -0.4% 949.8
Low 941.5 933.1 -8.4 -0.9% 916.6
Close 945.2 938.9 -6.3 -0.7% 938.9
Range 8.3 13.0 4.7 56.6% 33.2
ATR 12.1 12.2 0.1 0.5% 0.0
Volume 80,994 101,750 20,756 25.6% 469,712
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 978.3 971.8 946.0
R3 965.3 958.8 942.5
R2 952.3 952.3 941.3
R1 945.8 945.8 940.0 942.5
PP 939.3 939.3 939.3 937.8
S1 932.8 932.8 937.8 929.5
S2 926.3 926.3 936.5
S3 913.3 919.8 935.3
S4 900.3 906.8 931.8
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,034.8 1,020.0 957.3
R3 1,001.5 986.8 948.0
R2 968.3 968.3 945.0
R1 953.5 953.5 942.0 961.0
PP 935.0 935.0 935.0 938.8
S1 920.5 920.5 935.8 927.8
S2 902.0 902.0 932.8
S3 868.8 887.3 929.8
S4 835.5 854.0 920.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.8 916.6 33.2 3.5% 13.3 1.4% 67% False False 93,942
10 949.8 907.2 42.6 4.5% 14.8 1.6% 74% False False 110,538
20 951.3 907.2 44.1 4.7% 12.8 1.4% 72% False False 110,370
40 951.3 889.0 62.3 6.6% 11.3 1.2% 80% False False 76,222
60 951.3 887.0 64.3 6.8% 8.5 0.9% 81% False False 50,818
80 951.3 820.7 130.6 13.9% 6.5 0.7% 91% False False 38,115
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,001.3
2.618 980.3
1.618 967.3
1.000 959.0
0.618 954.3
HIGH 946.0
0.618 941.3
0.500 939.5
0.382 938.0
LOW 933.0
0.618 925.0
1.000 920.0
1.618 912.0
2.618 899.0
4.250 877.8
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 939.5 938.3
PP 939.3 937.5
S1 939.3 937.0

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

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