ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 981.7 988.7 7.0 0.7% 985.4
High 993.0 996.1 3.1 0.3% 1,005.6
Low 974.6 973.2 -1.4 -0.1% 978.1
Close 989.5 982.3 -7.2 -0.7% 983.1
Range 18.4 22.9 4.5 24.5% 27.5
ATR 14.9 15.5 0.6 3.8% 0.0
Volume 174,083 138,921 -35,162 -20.2% 453,399
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,052.5 1,040.3 995.0
R3 1,029.8 1,017.5 988.5
R2 1,006.8 1,006.8 986.5
R1 994.5 994.5 984.5 989.3
PP 983.8 983.8 983.8 981.3
S1 971.8 971.8 980.3 966.3
S2 961.0 961.0 978.0
S3 938.0 948.8 976.0
S4 915.3 925.8 969.8
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
5 996.1 973.2 22.9 2.3% 17.0 1.7% 40% True True 130,520
10 1,008.4 968.0 40.4 4.1% 18.0 1.8% 35% False False 114,659
20 1,008.4 955.2 53.2 5.4% 14.0 1.4% 51% False False 99,323
40 1,008.4 894.2 114.2 11.6% 15.5 1.6% 77% False False 107,681
60 1,008.4 894.2 114.2 11.6% 14.3 1.4% 77% False False 110,552
80 1,008.4 889.0 119.4 12.2% 13.0 1.3% 78% False False 87,106
100 1,008.4 868.0 140.4 14.3% 10.8 1.1% 81% False False 69,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,093.5
2.618 1,056.0
1.618 1,033.3
1.000 1,019.0
0.618 1,010.3
HIGH 996.0
0.618 987.3
0.500 984.8
0.382 982.0
LOW 973.3
0.618 959.0
1.000 950.3
1.618 936.3
2.618 913.3
4.250 876.0
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 984.8 984.8
PP 983.8 983.8
S1 983.0 983.0

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

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