ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 970.7 972.6 1.9 0.2% 951.2
High 975.2 984.6 9.4 1.0% 973.7
Low 968.0 969.0 1.0 0.1% 950.7
Close 972.1 984.4 12.3 1.3% 973.1
Range 7.2 15.6 8.4 116.7% 23.0
ATR 13.5 13.6 0.2 1.1% 0.0
Volume 67,763 87,697 19,934 29.4% 412,611
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1,026.3 1,020.8 993.0
R3 1,010.5 1,005.3 988.8
R2 995.0 995.0 987.3
R1 989.8 989.8 985.8 992.3
PP 979.3 979.3 979.3 980.8
S1 974.0 974.0 983.0 976.8
S2 963.8 963.8 981.5
S3 948.3 958.5 980.0
S4 932.5 942.8 975.8
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
5 984.6 960.9 23.7 2.4% 9.5 1.0% 99% True False 82,465
10 984.6 920.4 64.2 6.5% 13.3 1.4% 100% True False 95,400
20 984.6 894.2 90.4 9.2% 14.3 1.4% 100% True False 103,238
40 984.6 894.2 90.4 9.2% 14.5 1.5% 100% True False 110,202
60 984.6 889.0 95.6 9.7% 13.3 1.4% 100% True False 91,302
80 984.6 889.0 95.6 9.7% 10.8 1.1% 100% True False 68,480
100 984.6 820.7 163.9 16.6% 8.8 0.9% 100% True False 54,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,051.0
2.618 1,025.5
1.618 1,009.8
1.000 1,000.3
0.618 994.3
HIGH 984.5
0.618 978.8
0.500 976.8
0.382 975.0
LOW 969.0
0.618 959.3
1.000 953.5
1.618 943.8
2.618 928.3
4.250 902.8
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 981.8 981.3
PP 979.3 978.0
S1 976.8 974.8

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

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