ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 979.6 982.7 3.1 0.3% 981.7
High 988.8 992.5 3.7 0.4% 996.1
Low 977.0 980.8 3.8 0.4% 961.4
Close 983.2 991.9 8.7 0.9% 983.2
Range 11.8 11.7 -0.1 -0.8% 34.7
ATR 15.6 15.3 -0.3 -1.8% 0.0
Volume 129,958 121,788 -8,170 -6.3% 769,907
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,023.5 1,019.5 998.3
R3 1,011.8 1,007.8 995.0
R2 1,000.0 1,000.0 994.0
R1 996.0 996.0 993.0 998.0
PP 988.5 988.5 988.5 989.5
S1 984.3 984.3 990.8 986.3
S2 976.8 976.8 989.8
S3 965.0 972.5 988.8
S4 953.3 961.0 985.5
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,084.3 1,068.5 1,002.3
R3 1,049.8 1,033.8 992.8
R2 1,015.0 1,015.0 989.5
R1 999.0 999.0 986.5 1,007.0
PP 980.3 980.3 980.3 984.3
S1 964.3 964.3 980.0 972.3
S2 945.5 945.5 976.8
S3 910.8 929.8 973.8
S4 876.3 895.0 964.0
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% 16.5 1.7% 88% False False 143,522
10 1,005.6 961.4 44.2 4.5% 16.5 1.7% 69% False False 134,509
20 1,008.4 961.4 47.0 4.7% 15.0 1.5% 65% False False 111,222
40 1,008.4 894.2 114.2 11.5% 15.8 1.6% 86% False False 112,456
60 1,008.4 894.2 114.2 11.5% 14.8 1.5% 86% False False 111,761
80 1,008.4 889.0 119.4 12.0% 13.5 1.4% 86% False False 94,339
100 1,008.4 887.0 121.4 12.2% 11.5 1.1% 86% False False 75,474
120 1,008.4 820.7 187.7 18.9% 9.5 1.0% 91% False False 62,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,042.3
2.618 1,023.3
1.618 1,011.5
1.000 1,004.3
0.618 999.8
HIGH 992.5
0.618 988.0
0.500 986.8
0.382 985.3
LOW 980.8
0.618 973.5
1.000 969.0
1.618 961.8
2.618 950.3
4.250 931.0
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 990.3 987.0
PP 988.5 982.0
S1 986.8 977.0

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

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