ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 930.2 936.1 5.9 0.6% 907.7
High 942.7 938.9 -3.8 -0.4% 942.7
Low 929.3 928.5 -0.8 -0.1% 894.9
Close 938.3 932.5 -5.8 -0.6% 932.5
Range 13.4 10.4 -3.0 -22.4% 47.8
ATR 15.7 15.3 -0.4 -2.4% 0.0
Volume 89,757 90,285 528 0.6% 528,462
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 964.5 959.0 938.3
R3 954.0 948.5 935.3
R2 943.8 943.8 934.5
R1 938.0 938.0 933.5 935.8
PP 933.3 933.3 933.3 932.0
S1 927.8 927.8 931.5 925.3
S2 923.0 923.0 930.5
S3 912.5 917.3 929.8
S4 902.0 907.0 926.8
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,066.8 1,047.5 958.8
R3 1,019.0 999.8 945.8
R2 971.3 971.3 941.3
R1 951.8 951.8 937.0 961.5
PP 923.3 923.3 923.3 928.3
S1 904.0 904.0 928.0 913.8
S2 875.5 875.5 923.8
S3 827.8 856.3 919.3
S4 780.0 808.5 906.3
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% 15.0 1.6% 79% False False 105,692
10 942.7 894.2 48.5 5.2% 19.3 2.1% 79% False False 131,461
20 949.8 894.2 55.6 6.0% 17.0 1.8% 69% False False 120,999
40 951.3 894.2 57.1 6.1% 13.5 1.4% 67% False False 109,067
60 951.3 889.0 62.3 6.7% 11.5 1.2% 70% False False 72,728
80 951.3 868.0 83.3 8.9% 9.0 1.0% 77% False False 54,547
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983.0
2.618 966.3
1.618 955.8
1.000 949.3
0.618 945.3
HIGH 939.0
0.618 935.0
0.500 933.8
0.382 932.5
LOW 928.5
0.618 922.0
1.000 918.0
1.618 911.8
2.618 901.3
4.250 884.3
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 933.8 933.0
PP 933.3 932.8
S1 933.0 932.8

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

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