ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 911.5 926.3 14.8 1.6% 939.0
High 928.5 932.5 4.0 0.4% 939.8
Low 906.8 923.2 16.4 1.8% 894.2
Close 927.1 930.6 3.5 0.4% 907.2
Range 21.7 9.3 -12.4 -57.1% 45.6
ATR 16.3 15.8 -0.5 -3.1% 0.0
Volume 131,208 105,218 -25,990 -19.8% 786,148
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 956.8 953.0 935.8
R3 947.3 943.8 933.3
R2 938.0 938.0 932.3
R1 934.3 934.3 931.5 936.3
PP 928.8 928.8 928.8 929.8
S1 925.0 925.0 929.8 927.0
S2 919.5 919.5 929.0
S3 910.3 915.8 928.0
S4 900.8 906.5 925.5
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
5 932.5 894.2 38.3 4.1% 16.0 1.7% 95% True False 117,857
10 949.8 894.2 55.6 6.0% 19.0 2.1% 65% False False 131,731
20 950.7 894.2 56.5 6.1% 16.8 1.8% 64% False False 121,190
40 951.3 893.2 58.1 6.2% 13.5 1.4% 64% False False 104,570
60 951.3 889.0 62.3 6.7% 11.3 1.2% 67% False False 69,728
80 951.3 868.0 83.3 9.0% 8.5 0.9% 75% False False 52,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 972.0
2.618 956.8
1.618 947.5
1.000 941.8
0.618 938.3
HIGH 932.5
0.618 929.0
0.500 927.8
0.382 926.8
LOW 923.3
0.618 917.5
1.000 914.0
1.618 908.3
2.618 898.8
4.250 883.8
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 929.8 925.0
PP 928.8 919.3
S1 927.8 913.8

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

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