ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 901.0 907.7 6.7 0.7% 939.0
High 910.1 914.5 4.4 0.5% 939.8
Low 895.1 894.9 -0.2 0.0% 894.2
Close 907.2 912.0 4.8 0.5% 907.2
Range 15.0 19.6 4.6 30.7% 45.6
ATR 15.7 15.9 0.3 1.8% 0.0
Volume 109,473 111,994 2,521 2.3% 786,148
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 966.0 958.5 922.8
R3 946.3 939.0 917.5
R2 926.8 926.8 915.5
R1 919.3 919.3 913.8 923.0
PP 907.3 907.3 907.3 909.0
S1 899.8 899.8 910.3 903.5
S2 887.5 887.5 908.5
S3 868.0 880.3 906.5
S4 848.3 860.5 901.3
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
5 921.4 894.2 27.2 3.0% 18.8 2.1% 65% False False 136,459
10 949.8 894.2 55.6 6.1% 19.0 2.1% 32% False False 128,582
20 951.3 894.2 57.1 6.3% 16.3 1.8% 31% False False 120,860
40 951.3 889.0 62.3 6.8% 13.5 1.5% 37% False False 98,672
60 951.3 889.0 62.3 6.8% 10.8 1.2% 37% False False 65,787
80 951.3 820.7 130.6 14.3% 8.3 0.9% 70% False False 49,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 997.8
2.618 965.8
1.618 946.3
1.000 934.0
0.618 926.5
HIGH 914.5
0.618 907.0
0.500 904.8
0.382 902.5
LOW 895.0
0.618 882.8
1.000 875.3
1.618 863.3
2.618 843.5
4.250 811.5
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 909.5 909.5
PP 907.3 907.0
S1 904.8 904.3

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

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