ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 980.0 989.1 9.1 0.9% 982.7
High 993.0 1,003.3 10.3 1.0% 992.5
Low 980.0 989.1 9.1 0.9% 961.5
Close 989.5 1,000.1 10.6 1.1% 979.9
Range 13.0 14.2 1.2 9.2% 31.0
ATR 16.4 16.2 -0.2 -0.9% 0.0
Volume 100,585 85,109 -15,476 -15.4% 787,584
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,040.0 1,034.3 1,008.0
R3 1,026.0 1,020.0 1,004.0
R2 1,011.8 1,011.8 1,002.8
R1 1,006.0 1,006.0 1,001.5 1,008.8
PP 997.5 997.5 997.5 999.0
S1 991.8 991.8 998.8 994.5
S2 983.3 983.3 997.5
S3 969.0 977.5 996.3
S4 955.0 963.3 992.3
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 1,003.3 961.5 41.8 4.2% 18.0 1.8% 92% True False 136,524
10 1,003.3 961.4 41.9 4.2% 17.0 1.7% 92% True False 143,018
20 1,008.4 961.4 47.0 4.7% 17.5 1.7% 82% False False 128,838
40 1,008.4 906.8 101.6 10.2% 15.0 1.5% 92% False False 111,290
60 1,008.4 894.2 114.2 11.4% 15.5 1.5% 93% False False 114,480
80 1,008.4 889.0 119.4 11.9% 14.3 1.4% 93% False False 104,981
100 1,008.4 889.0 119.4 11.9% 12.5 1.2% 93% False False 83,988
120 1,008.4 820.7 187.7 18.8% 10.5 1.0% 96% False False 69,991
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 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,063.8
2.618 1,040.5
1.618 1,026.3
1.000 1,017.5
0.618 1,012.0
HIGH 1,003.3
0.618 998.0
0.500 996.3
0.382 994.5
LOW 989.0
0.618 980.3
1.000 975.0
1.618 966.0
2.618 952.0
4.250 928.8
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 998.8 997.0
PP 997.5 994.0
S1 996.3 990.8

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

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