ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 989.1 1,000.8 11.7 1.2% 982.7
High 1,003.3 1,002.6 -0.7 -0.1% 992.5
Low 989.1 983.2 -5.9 -0.6% 961.5
Close 1,000.1 985.6 -14.5 -1.4% 979.9
Range 14.2 19.4 5.2 36.6% 31.0
ATR 16.2 16.4 0.2 1.4% 0.0
Volume 85,109 43,230 -41,879 -49.2% 787,584
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,048.8 1,036.5 996.3
R3 1,029.3 1,017.3 991.0
R2 1,009.8 1,009.8 989.3
R1 997.8 997.8 987.5 994.0
PP 990.5 990.5 990.5 988.8
S1 978.3 978.3 983.8 974.8
S2 971.0 971.0 982.0
S3 951.8 959.0 980.3
S4 932.3 939.5 975.0
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 1,003.3 961.5 41.8 4.2% 17.8 1.8% 58% False False 106,754
10 1,003.3 961.4 41.9 4.3% 17.0 1.7% 58% False False 131,433
20 1,008.4 961.4 47.0 4.8% 18.0 1.8% 51% False False 127,097
40 1,008.4 920.4 88.0 8.9% 15.0 1.5% 74% False False 109,091
60 1,008.4 894.2 114.2 11.6% 15.5 1.6% 80% False False 112,953
80 1,008.4 889.0 119.4 12.1% 14.3 1.4% 81% False False 105,516
100 1,008.4 889.0 119.4 12.1% 12.5 1.3% 81% False False 84,421
120 1,008.4 842.6 165.8 16.8% 10.8 1.1% 86% False False 70,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,085.0
2.618 1,053.5
1.618 1,034.0
1.000 1,022.0
0.618 1,014.5
HIGH 1,002.5
0.618 995.3
0.500 993.0
0.382 990.5
LOW 983.3
0.618 971.3
1.000 963.8
1.618 951.8
2.618 932.5
4.250 900.8
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 993.0 991.8
PP 990.5 989.8
S1 988.0 987.5

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

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