ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 923.1 936.1 13.0 1.4% 932.5
High 938.4 958.6 20.2 2.2% 958.6
Low 922.0 934.6 12.6 1.4% 920.4
Close 936.2 951.1 14.9 1.6% 951.1
Range 16.4 24.0 7.6 46.3% 38.2
ATR 15.7 16.3 0.6 3.8% 0.0
Volume 110,884 120,376 9,492 8.6% 546,601
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,020.0 1,009.5 964.3
R3 996.0 985.5 957.8
R2 972.0 972.0 955.5
R1 961.5 961.5 953.3 966.8
PP 948.0 948.0 948.0 950.8
S1 937.5 937.5 949.0 942.8
S2 924.0 924.0 946.8
S3 900.0 913.5 944.5
S4 876.0 889.5 938.0
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,058.0 1,042.8 972.0
R3 1,019.8 1,004.5 961.5
R2 981.5 981.5 958.0
R1 966.3 966.3 954.5 974.0
PP 943.3 943.3 943.3 947.3
S1 928.3 928.3 947.5 935.8
S2 905.3 905.3 944.0
S3 867.0 890.0 940.5
S4 828.8 851.8 930.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958.6 920.4 38.2 4.0% 18.0 1.9% 80% True False 109,320
10 958.6 894.9 63.7 6.7% 16.5 1.7% 88% True False 107,506
20 958.6 894.2 64.4 6.8% 17.5 1.8% 88% True False 116,546
40 958.6 894.2 64.4 6.8% 14.5 1.5% 88% True False 118,766
60 958.6 889.0 69.6 7.3% 12.5 1.3% 89% True False 81,836
80 958.6 868.0 90.6 9.5% 10.0 1.0% 92% True False 61,379
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 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.5
2.618 1,021.5
1.618 997.5
1.000 982.5
0.618 973.5
HIGH 958.5
0.618 949.5
0.500 946.5
0.382 943.8
LOW 934.5
0.618 919.8
1.000 910.5
1.618 895.8
2.618 871.8
4.250 832.5
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 949.5 947.3
PP 948.0 943.3
S1 946.5 939.5

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

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