ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 985.8 985.4 -0.4 0.0% 992.9
High 987.1 1,005.6 18.5 1.9% 1,008.4
Low 971.2 985.4 14.2 1.5% 968.0
Close 984.8 993.6 8.8 0.9% 984.8
Range 15.9 20.2 4.3 27.0% 40.4
ATR 14.2 14.7 0.5 3.3% 0.0
Volume 2,415 113,799 111,384 4,612.2% 457,476
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1,055.5 1,044.8 1,004.8
R3 1,035.3 1,024.5 999.3
R2 1,015.0 1,015.0 997.3
R1 1,004.3 1,004.3 995.5 1,009.8
PP 994.8 994.8 994.8 997.5
S1 984.3 984.3 991.8 989.5
S2 974.8 974.8 990.0
S3 954.5 964.0 988.0
S4 934.3 943.8 982.5
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,108.3 1,087.0 1,007.0
R3 1,067.8 1,046.5 996.0
R2 1,027.5 1,027.5 992.3
R1 1,006.3 1,006.3 988.5 996.5
PP 987.0 987.0 987.0 982.3
S1 965.8 965.8 981.0 956.3
S2 946.8 946.8 977.5
S3 906.3 925.3 973.8
S4 865.8 885.0 962.5
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% 18.8 1.9% 63% False False 98,798
10 1,008.4 968.0 40.4 4.1% 15.0 1.5% 63% False False 92,539
20 1,008.4 920.4 88.0 8.9% 14.0 1.4% 83% False False 94,156
40 1,008.4 894.2 114.2 11.5% 15.3 1.5% 87% False False 106,272
60 1,008.4 894.2 114.2 11.5% 13.5 1.4% 87% False False 105,245
80 1,008.4 889.0 119.4 12.0% 12.3 1.2% 88% False False 78,950
100 1,008.4 868.0 140.4 14.1% 10.0 1.0% 89% False False 63,161
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 2.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,091.5
2.618 1,058.5
1.618 1,038.3
1.000 1,025.8
0.618 1,018.0
HIGH 1,005.5
0.618 998.0
0.500 995.5
0.382 993.0
LOW 985.5
0.618 973.0
1.000 965.3
1.618 952.8
2.618 932.5
4.250 899.5
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 995.5 991.3
PP 994.8 989.0
S1 994.3 986.8

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

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