ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 988.7 981.7 -7.0 -0.7% 985.4
High 996.1 983.0 -13.1 -1.3% 1,005.6
Low 973.2 965.4 -7.8 -0.8% 978.1
Close 982.3 968.3 -14.0 -1.4% 983.1
Range 22.9 17.6 -5.3 -23.1% 27.5
ATR 15.5 15.7 0.1 1.0% 0.0
Volume 138,921 159,081 20,160 14.5% 453,399
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,025.0 1,014.3 978.0
R3 1,007.5 996.8 973.3
R2 989.8 989.8 971.5
R1 979.0 979.0 970.0 975.8
PP 972.3 972.3 972.3 970.5
S1 961.5 961.5 966.8 958.0
S2 954.8 954.8 965.0
S3 937.0 943.8 963.5
S4 919.5 926.3 958.5
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
5 996.1 965.4 30.7 3.2% 17.3 1.8% 9% False True 137,000
10 1,008.4 965.4 43.0 4.4% 19.0 2.0% 7% False True 122,762
20 1,008.4 960.9 47.5 4.9% 14.3 1.5% 16% False False 103,085
40 1,008.4 894.2 114.2 11.8% 15.8 1.6% 65% False False 109,322
60 1,008.4 894.2 114.2 11.8% 14.5 1.5% 65% False False 110,530
80 1,008.4 889.0 119.4 12.3% 13.3 1.4% 66% False False 89,094
100 1,008.4 868.0 140.4 14.5% 11.0 1.1% 71% False False 71,278
120 1,008.4 818.6 189.8 19.6% 9.3 1.0% 79% False False 59,399
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,057.8
2.618 1,029.0
1.618 1,011.5
1.000 1,000.5
0.618 994.0
HIGH 983.0
0.618 976.3
0.500 974.3
0.382 972.0
LOW 965.5
0.618 954.5
1.000 947.8
1.618 937.0
2.618 919.3
4.250 890.5
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 974.3 980.8
PP 972.3 976.5
S1 970.3 972.5

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

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