ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 987.2 992.7 5.5 0.6% 985.4
High 995.7 994.6 -1.1 -0.1% 1,005.6
Low 983.5 979.4 -4.1 -0.4% 978.1
Close 993.0 983.1 -9.9 -1.0% 983.1
Range 12.2 15.2 3.0 24.6% 27.5
ATR 14.6 14.7 0.0 0.3% 0.0
Volume 84,388 128,529 44,141 52.3% 453,399
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,031.3 1,022.5 991.5
R3 1,016.0 1,007.3 987.3
R2 1,001.0 1,001.0 986.0
R1 992.0 992.0 984.5 988.8
PP 985.8 985.8 985.8 984.0
S1 976.8 976.8 981.8 973.8
S2 970.5 970.5 980.3
S3 955.3 961.5 979.0
S4 940.0 946.5 974.8
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,071.5 1,054.8 998.3
R3 1,044.0 1,027.3 990.8
R2 1,016.5 1,016.5 988.3
R1 999.8 999.8 985.5 994.3
PP 989.0 989.0 989.0 986.3
S1 972.3 972.3 980.5 966.8
S2 961.5 961.5 978.0
S3 934.0 944.8 975.5
S4 906.5 917.3 968.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.6 971.2 34.4 3.5% 16.0 1.6% 35% False False 91,162
10 1,008.4 968.0 40.4 4.1% 16.0 1.6% 37% False False 99,652
20 1,008.4 934.6 73.8 7.5% 13.5 1.4% 66% False False 93,287
40 1,008.4 894.2 114.2 11.6% 15.3 1.5% 78% False False 105,044
60 1,008.4 894.2 114.2 11.6% 13.8 1.4% 78% False False 109,543
80 1,008.4 889.0 119.4 12.1% 12.5 1.3% 79% False False 83,194
100 1,008.4 868.0 140.4 14.3% 10.5 1.1% 82% False False 66,557
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,059.3
2.618 1,034.5
1.618 1,019.3
1.000 1,009.8
0.618 1,004.0
HIGH 994.5
0.618 988.8
0.500 987.0
0.382 985.3
LOW 979.5
0.618 970.0
1.000 964.3
1.618 954.8
2.618 939.5
4.250 914.8
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 987.0 987.0
PP 985.8 985.8
S1 984.5 984.3

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

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