ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 936.1 951.2 15.1 1.6% 932.5
High 958.6 958.8 0.2 0.0% 958.6
Low 934.6 950.7 16.1 1.7% 920.4
Close 951.1 957.8 6.7 0.7% 951.1
Range 24.0 8.1 -15.9 -66.3% 38.2
ATR 16.3 15.7 -0.6 -3.6% 0.0
Volume 120,376 71,895 -48,481 -40.3% 546,601
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 980.0 977.0 962.3
R3 972.0 969.0 960.0
R2 963.8 963.8 959.3
R1 960.8 960.8 958.5 962.3
PP 955.8 955.8 955.8 956.5
S1 952.8 952.8 957.0 954.3
S2 947.8 947.8 956.3
S3 939.5 944.8 955.5
S4 931.5 936.5 953.3
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
5 958.8 920.4 38.4 4.0% 17.3 1.8% 97% True False 109,850
10 958.8 906.8 52.0 5.4% 15.3 1.6% 98% True False 103,496
20 958.8 894.2 64.6 6.7% 17.0 1.8% 98% True False 116,039
40 958.8 894.2 64.6 6.7% 14.3 1.5% 98% True False 116,167
60 958.8 889.0 69.8 7.3% 12.5 1.3% 99% True False 83,034
80 958.8 868.0 90.8 9.5% 10.0 1.0% 99% True False 62,278
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 2.0
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 993.3
2.618 980.0
1.618 972.0
1.000 967.0
0.618 963.8
HIGH 958.8
0.618 955.8
0.500 954.8
0.382 953.8
LOW 950.8
0.618 945.8
1.000 942.5
1.618 937.5
2.618 929.5
4.250 916.3
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 956.8 952.0
PP 955.8 946.3
S1 954.8 940.5

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

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