ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 951.2 957.0 5.8 0.6% 932.5
High 958.8 965.8 7.0 0.7% 958.6
Low 950.7 955.2 4.5 0.5% 920.4
Close 957.8 964.8 7.0 0.7% 951.1
Range 8.1 10.6 2.5 30.9% 38.2
ATR 15.7 15.4 -0.4 -2.3% 0.0
Volume 71,895 83,850 11,955 16.6% 546,601
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 993.8 989.8 970.8
R3 983.3 979.3 967.8
R2 972.5 972.5 966.8
R1 968.8 968.8 965.8 970.5
PP 962.0 962.0 962.0 963.0
S1 958.0 958.0 963.8 960.0
S2 951.3 951.3 962.8
S3 940.8 947.5 962.0
S4 930.3 936.8 959.0
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
5 965.8 920.4 45.4 4.7% 17.0 1.8% 98% True False 108,334
10 965.8 920.4 45.4 4.7% 14.3 1.5% 98% True False 98,760
20 965.8 894.2 71.6 7.4% 17.3 1.8% 99% True False 115,559
40 965.8 894.2 71.6 7.4% 14.5 1.5% 99% True False 114,253
60 965.8 889.0 76.8 8.0% 12.8 1.3% 99% True False 84,431
80 965.8 868.0 97.8 10.1% 10.3 1.1% 99% True False 63,326
100 965.8 818.6 147.2 15.3% 8.3 0.8% 99% True False 50,662
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 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,010.8
2.618 993.5
1.618 983.0
1.000 976.5
0.618 972.3
HIGH 965.8
0.618 961.8
0.500 960.5
0.382 959.3
LOW 955.3
0.618 948.8
1.000 944.5
1.618 938.0
2.618 927.5
4.250 910.3
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 963.3 960.0
PP 962.0 955.0
S1 960.5 950.3

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

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