ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 946.7 923.1 -23.6 -2.5% 907.7
High 946.7 938.4 -8.3 -0.9% 942.7
Low 920.4 922.0 1.6 0.2% 894.9
Close 921.0 936.2 15.2 1.7% 932.5
Range 26.3 16.4 -9.9 -37.6% 47.8
ATR 15.6 15.7 0.1 0.8% 0.0
Volume 154,669 110,884 -43,785 -28.3% 528,462
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 981.5 975.3 945.3
R3 965.0 958.8 940.8
R2 948.5 948.5 939.3
R1 942.5 942.5 937.8 945.5
PP 932.3 932.3 932.3 933.8
S1 926.0 926.0 934.8 929.0
S2 915.8 915.8 933.3
S3 899.5 909.5 931.8
S4 883.0 893.3 927.3
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
5 947.4 920.4 27.0 2.9% 15.3 1.6% 59% False False 103,302
10 947.4 894.9 52.5 5.6% 15.5 1.7% 79% False False 106,416
20 949.8 894.2 55.6 5.9% 17.0 1.8% 76% False False 116,800
40 951.3 894.2 57.1 6.1% 14.0 1.5% 74% False False 117,672
60 951.3 889.0 62.3 6.7% 12.3 1.3% 76% False False 79,830
80 951.3 868.0 83.3 8.9% 9.8 1.0% 82% False False 59,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,008.0
2.618 981.3
1.618 965.0
1.000 954.8
0.618 948.5
HIGH 938.5
0.618 932.3
0.500 930.3
0.382 928.3
LOW 922.0
0.618 911.8
1.000 905.5
1.618 895.5
2.618 879.0
4.250 852.3
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 934.3 935.5
PP 932.3 934.8
S1 930.3 934.0

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

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