ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 972.6 983.1 10.5 1.1% 951.2
High 984.6 991.0 6.4 0.7% 973.7
Low 969.0 981.0 12.0 1.2% 950.7
Close 984.4 986.1 1.7 0.2% 973.1
Range 15.6 10.0 -5.6 -35.9% 23.0
ATR 13.6 13.4 -0.3 -1.9% 0.0
Volume 87,697 91,523 3,826 4.4% 412,611
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 1,016.0 1,011.0 991.5
R3 1,006.0 1,001.0 988.8
R2 996.0 996.0 988.0
R1 991.0 991.0 987.0 993.5
PP 986.0 986.0 986.0 987.3
S1 981.0 981.0 985.3 983.5
S2 976.0 976.0 984.3
S3 966.0 971.0 983.3
S4 956.0 961.0 980.5
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
5 991.0 961.7 29.3 3.0% 10.0 1.0% 83% True False 83,422
10 991.0 922.0 69.0 7.0% 11.8 1.2% 93% True False 89,085
20 991.0 894.2 96.8 9.8% 13.5 1.4% 95% True False 98,776
40 991.0 894.2 96.8 9.8% 14.5 1.5% 95% True False 108,527
60 991.0 889.0 102.0 10.3% 13.3 1.4% 95% True False 92,827
80 991.0 889.0 102.0 10.3% 10.8 1.1% 95% True False 69,624
100 991.0 820.7 170.3 17.3% 8.8 0.9% 97% True False 55,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1,033.5
2.618 1,017.3
1.618 1,007.3
1.000 1,001.0
0.618 997.3
HIGH 991.0
0.618 987.3
0.500 986.0
0.382 984.8
LOW 981.0
0.618 974.8
1.000 971.0
1.618 964.8
2.618 954.8
4.250 938.5
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 986.0 984.0
PP 986.0 981.8
S1 986.0 979.5

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

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