ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 939.0 901.7 -37.3 -4.0% 919.2
High 939.8 921.4 -18.4 -2.0% 949.8
Low 895.5 901.6 6.1 0.7% 916.6
Close 899.1 920.6 21.5 2.4% 938.9
Range 44.3 19.8 -24.5 -55.3% 33.2
ATR 14.5 15.0 0.6 3.9% 0.0
Volume 215,843 148,667 -67,176 -31.1% 469,712
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 974.0 967.0 931.5
R3 954.3 947.3 926.0
R2 934.3 934.3 924.3
R1 927.5 927.5 922.5 931.0
PP 914.5 914.5 914.5 916.3
S1 907.8 907.8 918.8 911.0
S2 894.8 894.8 917.0
S3 875.0 887.8 915.3
S4 855.3 868.0 909.8
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 5.9% 21.3 2.3% 46% False False 131,747
10 949.8 895.5 54.3 5.9% 17.8 1.9% 46% False False 122,977
20 951.3 895.5 55.8 6.1% 15.0 1.6% 45% False False 117,167
40 951.3 889.0 62.3 6.8% 12.8 1.4% 51% False False 85,334
60 951.3 889.0 62.3 6.8% 9.5 1.0% 51% False False 56,894
80 951.3 820.7 130.6 14.2% 7.3 0.8% 76% False False 42,671
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.5
2.618 973.3
1.618 953.5
1.000 941.3
0.618 933.8
HIGH 921.5
0.618 913.8
0.500 911.5
0.382 909.3
LOW 901.5
0.618 889.3
1.000 881.8
1.618 869.5
2.618 849.8
4.250 817.5
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 917.5 920.8
PP 914.5 920.8
S1 911.5 920.8

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

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