ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 945.4 939.0 -6.4 -0.7% 919.2
High 946.1 939.8 -6.3 -0.7% 949.8
Low 933.1 895.5 -37.6 -4.0% 916.6
Close 938.9 899.1 -39.8 -4.2% 938.9
Range 13.0 44.3 31.3 240.8% 33.2
ATR 12.2 14.5 2.3 18.8% 0.0
Volume 101,750 215,843 114,093 112.1% 469,712
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,044.3 1,016.0 923.5
R3 1,000.0 971.8 911.3
R2 955.8 955.8 907.3
R1 927.5 927.5 903.3 919.5
PP 911.5 911.5 911.5 907.5
S1 883.3 883.3 895.0 875.3
S2 867.3 867.3 891.0
S3 822.8 838.8 887.0
S4 778.5 794.5 874.8
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
5 949.8 895.5 54.3 6.0% 19.0 2.1% 7% False True 120,705
10 949.8 895.5 54.3 6.0% 17.3 1.9% 7% False True 119,976
20 951.3 895.5 55.8 6.2% 14.8 1.6% 6% False True 116,218
40 951.3 889.0 62.3 6.9% 12.3 1.4% 16% False False 81,617
60 951.3 888.0 63.3 7.0% 9.3 1.0% 18% False False 54,416
80 951.3 820.7 130.6 14.5% 7.0 0.8% 60% False False 40,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 85 trading days
Fibonacci Retracements and Extensions
4.250 1,128.0
2.618 1,055.8
1.618 1,011.5
1.000 984.0
0.618 967.3
HIGH 939.8
0.618 923.0
0.500 917.8
0.382 912.5
LOW 895.5
0.618 868.0
1.000 851.3
1.618 823.8
2.618 779.5
4.250 707.3
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 917.8 922.8
PP 911.5 914.8
S1 905.3 907.0

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

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