ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 993.6 987.2 -6.4 -0.6% 992.9
High 994.8 995.7 0.9 0.1% 1,008.4
Low 978.1 983.5 5.4 0.6% 968.0
Close 987.5 993.0 5.5 0.6% 984.8
Range 16.7 12.2 -4.5 -26.9% 40.4
ATR 14.8 14.6 -0.2 -1.3% 0.0
Volume 126,683 84,388 -42,295 -33.4% 457,476
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 1,027.3 1,022.3 999.8
R3 1,015.3 1,010.3 996.3
R2 1,003.0 1,003.0 995.3
R1 998.0 998.0 994.0 1,000.5
PP 990.8 990.8 990.8 992.0
S1 985.8 985.8 992.0 988.3
S2 978.5 978.5 990.8
S3 966.3 973.5 989.8
S4 954.3 961.3 986.3
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 1,005.6 968.0 37.6 3.8% 16.5 1.7% 66% False False 91,310
10 1,008.4 968.0 40.4 4.1% 15.3 1.5% 62% False False 95,724
20 1,008.4 922.0 86.4 8.7% 13.5 1.4% 82% False False 92,404
40 1,008.4 894.2 114.2 11.5% 15.0 1.5% 87% False False 104,750
60 1,008.4 894.2 114.2 11.5% 13.8 1.4% 87% False False 108,462
80 1,008.4 889.0 119.4 12.0% 12.5 1.3% 87% False False 81,588
100 1,008.4 868.0 140.4 14.1% 10.3 1.0% 89% False False 65,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,047.5
2.618 1,027.8
1.618 1,015.5
1.000 1,008.0
0.618 1,003.3
HIGH 995.8
0.618 991.0
0.500 989.5
0.382 988.3
LOW 983.5
0.618 976.0
1.000 971.3
1.618 963.8
2.618 951.5
4.250 931.8
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 991.8 992.5
PP 990.8 992.3
S1 989.5 991.8

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

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