ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 905.0 901.0 -4.0 -0.4% 939.0
High 908.9 910.1 1.2 0.1% 939.8
Low 894.2 895.1 0.9 0.1% 894.2
Close 897.2 907.2 10.0 1.1% 907.2
Range 14.7 15.0 0.3 2.0% 45.6
ATR 15.7 15.7 -0.1 -0.3% 0.0
Volume 131,393 109,473 -21,920 -16.7% 786,148
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 949.3 943.3 915.5
R3 934.3 928.3 911.3
R2 919.3 919.3 910.0
R1 913.3 913.3 908.5 916.3
PP 904.3 904.3 904.3 905.5
S1 898.3 898.3 905.8 901.3
S2 889.3 889.3 904.5
S3 874.3 883.3 903.0
S4 859.3 868.3 899.0
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,050.5 1,024.5 932.3
R3 1,005.0 978.8 919.8
R2 959.3 959.3 915.5
R1 933.3 933.3 911.5 923.5
PP 913.8 913.8 913.8 908.8
S1 887.8 887.8 903.0 878.0
S2 868.3 868.3 898.8
S3 822.5 842.0 894.8
S4 777.0 796.5 882.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.8 894.2 45.6 5.0% 23.8 2.6% 29% False False 157,229
10 949.8 894.2 55.6 6.1% 18.5 2.0% 23% False False 125,586
20 951.3 894.2 57.1 6.3% 15.8 1.7% 23% False False 119,713
40 951.3 889.0 62.3 6.9% 13.3 1.5% 29% False False 95,873
60 951.3 889.0 62.3 6.9% 10.3 1.1% 29% False False 63,921
80 951.3 820.7 130.6 14.4% 8.0 0.9% 66% False False 47,942
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.8
2.618 949.3
1.618 934.3
1.000 925.0
0.618 919.3
HIGH 910.0
0.618 904.3
0.500 902.5
0.382 900.8
LOW 895.0
0.618 885.8
1.000 880.0
1.618 870.8
2.618 855.8
4.250 831.3
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 905.8 907.3
PP 904.3 907.3
S1 902.5 907.3

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

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