ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 991.8 982.2 -9.6 -1.0% 981.7
High 991.8 989.1 -2.7 -0.3% 996.1
Low 972.6 969.2 -3.4 -0.3% 961.4
Close 981.6 969.5 -12.1 -1.2% 983.2
Range 19.2 19.9 0.7 3.6% 34.7
ATR 15.6 15.9 0.3 2.0% 0.0
Volume 168,867 192,082 23,215 13.7% 769,907
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,035.8 1,022.5 980.5
R3 1,015.8 1,002.5 975.0
R2 995.8 995.8 973.3
R1 982.8 982.8 971.3 979.3
PP 976.0 976.0 976.0 974.3
S1 962.8 962.8 967.8 959.5
S2 956.0 956.0 965.8
S3 936.3 942.8 964.0
S4 916.3 923.0 958.5
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
5 992.5 961.4 31.1 3.2% 16.3 1.7% 26% False False 156,111
10 996.1 961.4 34.7 3.6% 16.8 1.7% 23% False False 146,556
20 1,008.4 961.4 47.0 4.8% 16.0 1.6% 17% False False 121,496
40 1,008.4 894.2 114.2 11.8% 15.0 1.6% 66% False False 112,367
60 1,008.4 894.2 114.2 11.8% 15.0 1.6% 66% False False 113,967
80 1,008.4 889.0 119.4 12.3% 14.0 1.4% 67% False False 98,850
100 1,008.4 889.0 119.4 12.3% 11.8 1.2% 67% False False 79,083
120 1,008.4 820.7 187.7 19.4% 10.0 1.0% 79% False False 65,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,073.8
2.618 1,041.3
1.618 1,021.3
1.000 1,009.0
0.618 1,001.5
HIGH 989.0
0.618 981.5
0.500 979.3
0.382 976.8
LOW 969.3
0.618 957.0
1.000 949.3
1.618 937.0
2.618 917.0
4.250 884.5
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 979.3 980.8
PP 976.0 977.0
S1 972.8 973.3

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

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