ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 997.2 984.6 -12.6 -1.3% 970.7
High 1,008.4 985.5 -22.9 -2.3% 995.3
Low 975.4 968.0 -7.4 -0.8% 968.0
Close 982.6 984.0 1.4 0.1% 994.0
Range 33.0 17.5 -15.5 -47.0% 27.3
ATR 13.8 14.1 0.3 1.9% 0.0
Volume 170,463 129,267 -41,196 -24.2% 421,880
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 1,031.8 1,025.3 993.5
R3 1,014.3 1,007.8 988.8
R2 996.8 996.8 987.3
R1 990.3 990.3 985.5 984.8
PP 979.3 979.3 979.3 976.5
S1 972.8 972.8 982.5 967.3
S2 961.8 961.8 980.8
S3 944.3 955.3 979.3
S4 926.8 937.8 974.5
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,067.8 1,058.3 1,009.0
R3 1,040.3 1,030.8 1,001.5
R2 1,013.0 1,013.0 999.0
R1 1,003.5 1,003.5 996.5 1,008.3
PP 985.8 985.8 985.8 988.3
S1 976.3 976.3 991.5 981.0
S2 958.5 958.5 989.0
S3 931.3 949.0 986.5
S4 903.8 921.8 979.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.4 968.0 40.4 4.1% 16.0 1.6% 40% False True 108,143
10 1,008.4 964.7 43.7 4.4% 13.0 1.3% 44% False False 96,738
20 1,008.4 920.4 88.0 8.9% 13.3 1.3% 72% False False 96,321
40 1,008.4 894.2 114.2 11.6% 15.0 1.5% 79% False False 108,632
60 1,008.4 894.2 114.2 11.6% 13.3 1.4% 79% False False 103,315
80 1,008.4 889.0 119.4 12.1% 11.8 1.2% 80% False False 77,498
100 1,008.4 868.0 140.4 14.3% 9.8 1.0% 83% False False 61,999
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.0
2.618 1,031.3
1.618 1,013.8
1.000 1,003.0
0.618 996.3
HIGH 985.5
0.618 978.8
0.500 976.8
0.382 974.8
LOW 968.0
0.618 957.3
1.000 950.5
1.618 939.8
2.618 922.3
4.250 893.5
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 981.5 988.3
PP 979.3 986.8
S1 976.8 985.5

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

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