ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 968.3 967.2 -1.1 -0.1% 951.2
High 969.3 973.7 4.4 0.5% 973.7
Low 961.7 964.7 3.0 0.3% 950.7
Close 965.5 973.1 7.6 0.8% 973.1
Range 7.6 9.0 1.4 18.4% 23.0
ATR 14.3 14.0 -0.4 -2.7% 0.0
Volume 79,690 90,439 10,749 13.5% 412,611
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 997.5 994.3 978.0
R3 988.5 985.3 975.5
R2 979.5 979.5 974.8
R1 976.3 976.3 974.0 978.0
PP 970.5 970.5 970.5 971.3
S1 967.3 967.3 972.3 969.0
S2 961.5 961.5 971.5
S3 952.5 958.3 970.5
S4 943.5 949.3 968.3
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,034.8 1,027.0 985.8
R3 1,011.8 1,004.0 979.5
R2 988.8 988.8 977.3
R1 981.0 981.0 975.3 985.0
PP 965.8 965.8 965.8 967.8
S1 958.0 958.0 971.0 962.0
S2 942.8 942.8 969.0
S3 919.8 935.0 966.8
S4 896.8 912.0 960.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 973.7 950.7 23.0 2.4% 8.8 0.9% 97% True False 82,522
10 973.7 920.4 53.3 5.5% 13.3 1.4% 99% True False 95,921
20 973.7 894.2 79.5 8.2% 16.3 1.7% 99% True False 113,691
40 973.7 894.2 79.5 8.2% 14.5 1.5% 99% True False 112,031
60 973.7 889.0 84.7 8.7% 13.0 1.3% 99% True False 88,711
80 973.7 887.0 86.7 8.9% 10.5 1.1% 99% True False 66,537
100 973.7 820.7 153.0 15.7% 8.5 0.9% 100% True False 53,230
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,012.0
2.618 997.3
1.618 988.3
1.000 982.8
0.618 979.3
HIGH 973.8
0.618 970.3
0.500 969.3
0.382 968.3
LOW 964.8
0.618 959.3
1.000 955.8
1.618 950.3
2.618 941.3
4.250 926.5
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 971.8 971.3
PP 970.5 969.3
S1 969.3 967.3

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

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