ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 985.4 993.6 8.2 0.8% 992.9
High 1,005.6 994.8 -10.8 -1.1% 1,008.4
Low 985.4 978.1 -7.3 -0.7% 968.0
Close 993.6 987.5 -6.1 -0.6% 984.8
Range 20.2 16.7 -3.5 -17.3% 40.4
ATR 14.7 14.8 0.1 1.0% 0.0
Volume 113,799 126,683 12,884 11.3% 457,476
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 1,037.0 1,029.0 996.8
R3 1,020.3 1,012.3 992.0
R2 1,003.5 1,003.5 990.5
R1 995.5 995.5 989.0 991.3
PP 986.8 986.8 986.8 984.5
S1 978.8 978.8 986.0 974.5
S2 970.0 970.0 984.5
S3 953.5 962.0 983.0
S4 936.8 945.5 978.3
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% 20.8 2.1% 48% False False 108,525
10 1,008.4 968.0 40.4 4.1% 15.0 1.5% 48% False False 96,437
20 1,008.4 920.4 88.0 8.9% 14.3 1.4% 76% False False 95,918
40 1,008.4 894.2 114.2 11.6% 15.3 1.6% 82% False False 106,473
60 1,008.4 894.2 114.2 11.6% 13.8 1.4% 82% False False 107,279
80 1,008.4 889.0 119.4 12.1% 12.3 1.2% 82% False False 80,533
100 1,008.4 868.0 140.4 14.2% 10.3 1.0% 85% False False 64,428
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,065.8
2.618 1,038.5
1.618 1,021.8
1.000 1,011.5
0.618 1,005.0
HIGH 994.8
0.618 988.5
0.500 986.5
0.382 984.5
LOW 978.0
0.618 967.8
1.000 961.5
1.618 951.0
2.618 934.5
4.250 907.0
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 987.3 988.5
PP 986.8 988.0
S1 986.5 987.8

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

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