ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 981.7 969.4 -12.3 -1.3% 985.4
High 983.0 980.5 -2.5 -0.3% 1,005.6
Low 965.4 961.4 -4.0 -0.4% 978.1
Close 968.3 979.9 11.6 1.2% 983.1
Range 17.6 19.1 1.5 8.5% 27.5
ATR 15.7 15.9 0.2 1.6% 0.0
Volume 159,081 167,864 8,783 5.5% 453,399
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,031.3 1,024.8 990.5
R3 1,012.3 1,005.5 985.3
R2 993.0 993.0 983.5
R1 986.5 986.5 981.8 989.8
PP 974.0 974.0 974.0 975.5
S1 967.3 967.3 978.3 970.8
S2 954.8 954.8 976.5
S3 935.8 948.3 974.8
S4 916.8 929.3 969.5
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
5 996.1 961.4 34.7 3.5% 18.8 1.9% 53% False True 153,695
10 1,005.6 961.4 44.2 4.5% 17.5 1.8% 42% False True 122,503
20 1,008.4 961.4 47.0 4.8% 14.8 1.5% 39% False True 107,141
40 1,008.4 894.2 114.2 11.7% 15.8 1.6% 75% False False 110,731
60 1,008.4 894.2 114.2 11.7% 14.8 1.5% 75% False False 111,197
80 1,008.4 889.0 119.4 12.2% 13.3 1.4% 76% False False 91,193
100 1,008.4 875.7 132.7 13.5% 11.3 1.1% 79% False False 72,956
120 1,008.4 820.7 187.7 19.2% 9.3 1.0% 85% False False 60,798
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,061.8
2.618 1,030.5
1.618 1,011.5
1.000 999.5
0.618 992.3
HIGH 980.5
0.618 973.3
0.500 971.0
0.382 968.8
LOW 961.5
0.618 949.5
1.000 942.3
1.618 930.5
2.618 911.5
4.250 880.3
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 977.0 979.5
PP 974.0 979.3
S1 971.0 978.8

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

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