ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 926.3 930.2 3.9 0.4% 939.0
High 932.5 942.7 10.2 1.1% 939.8
Low 923.2 929.3 6.1 0.7% 894.2
Close 930.6 938.3 7.7 0.8% 907.2
Range 9.3 13.4 4.1 44.1% 45.6
ATR 15.8 15.7 -0.2 -1.1% 0.0
Volume 105,218 89,757 -15,461 -14.7% 786,148
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 977.0 971.0 945.8
R3 963.5 957.8 942.0
R2 950.3 950.3 940.8
R1 944.3 944.3 939.5 947.3
PP 936.8 936.8 936.8 938.3
S1 930.8 930.8 937.0 933.8
S2 923.3 923.3 935.8
S3 910.0 917.5 934.5
S4 896.5 904.0 931.0
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
5 942.7 894.9 47.8 5.1% 15.8 1.7% 91% True False 109,530
10 946.1 894.2 51.9 5.5% 19.5 2.1% 85% False False 132,607
20 950.7 894.2 56.5 6.0% 16.8 1.8% 78% False False 120,942
40 951.3 894.2 57.1 6.1% 13.3 1.4% 77% False False 106,812
60 951.3 889.0 62.3 6.6% 11.3 1.2% 79% False False 71,223
80 951.3 868.0 83.3 8.9% 8.8 0.9% 84% False False 53,418
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 999.8
2.618 977.8
1.618 964.5
1.000 956.0
0.618 951.0
HIGH 942.8
0.618 937.5
0.500 936.0
0.382 934.5
LOW 929.3
0.618 921.0
1.000 916.0
1.618 907.5
2.618 894.3
4.250 872.3
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 937.5 933.8
PP 936.8 929.3
S1 936.0 924.8

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

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