ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 970.5 990.1 19.6 2.0% 982.7
High 991.4 990.7 -0.7 -0.1% 992.5
Low 961.5 978.3 16.8 1.7% 961.5
Close 989.5 979.9 -9.6 -1.0% 979.9
Range 29.9 12.4 -17.5 -58.5% 31.0
ATR 16.9 16.6 -0.3 -1.9% 0.0
Volume 214,999 89,848 -125,151 -58.2% 787,584
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,020.3 1,012.5 986.8
R3 1,007.8 1,000.0 983.3
R2 995.3 995.3 982.3
R1 987.8 987.8 981.0 985.3
PP 983.0 983.0 983.0 981.8
S1 975.3 975.3 978.8 973.0
S2 970.5 970.5 977.8
S3 958.3 962.8 976.5
S4 945.8 950.5 973.0
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,071.0 1,056.5 997.0
R3 1,040.0 1,025.5 988.5
R2 1,009.0 1,009.0 985.5
R1 994.5 994.5 982.8 986.3
PP 978.0 978.0 978.0 973.8
S1 963.5 963.5 977.0 955.3
S2 947.0 947.0 974.3
S3 916.0 932.5 971.5
S4 885.0 901.5 962.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 992.5 961.5 31.0 3.2% 18.5 1.9% 59% False False 157,516
10 996.1 961.4 34.7 3.5% 18.3 1.9% 53% False False 155,749
20 1,008.4 961.4 47.0 4.8% 17.3 1.7% 39% False False 127,701
40 1,008.4 894.9 113.5 11.6% 15.3 1.5% 75% False False 112,184
60 1,008.4 894.2 114.2 11.7% 15.3 1.6% 75% False False 114,758
80 1,008.4 889.0 119.4 12.2% 14.3 1.4% 76% False False 102,661
100 1,008.4 889.0 119.4 12.2% 12.3 1.2% 76% False False 82,131
120 1,008.4 820.7 187.7 19.2% 10.3 1.0% 85% False False 68,444
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,043.5
2.618 1,023.3
1.618 1,010.8
1.000 1,003.0
0.618 998.3
HIGH 990.8
0.618 986.0
0.500 984.5
0.382 983.0
LOW 978.3
0.618 970.8
1.000 966.0
1.618 958.3
2.618 945.8
4.250 925.5
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 984.5 978.8
PP 983.0 977.5
S1 981.5 976.5

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

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