ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 1,000.8 986.3 -14.5 -1.4% 982.7
High 1,002.6 986.3 -16.3 -1.6% 992.5
Low 983.2 956.9 -26.3 -2.7% 961.5
Close 985.6 960.6 -25.0 -2.5% 979.9
Range 19.4 29.4 10.0 51.5% 31.0
ATR 16.4 17.4 0.9 5.6% 0.0
Volume 43,230 54,033 10,803 25.0% 787,584
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,056.3 1,037.8 976.8
R3 1,026.8 1,008.3 968.8
R2 997.3 997.3 966.0
R1 979.0 979.0 963.3 973.5
PP 968.0 968.0 968.0 965.3
S1 949.5 949.5 958.0 944.0
S2 938.5 938.5 955.3
S3 909.3 920.3 952.5
S4 879.8 890.8 944.5
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 1,003.3 956.9 46.4 4.8% 17.8 1.8% 8% False True 74,561
10 1,003.3 956.9 46.4 4.8% 18.0 1.9% 8% False True 120,049
20 1,005.6 956.9 48.7 5.1% 17.8 1.9% 8% False True 121,276
40 1,008.4 920.4 88.0 9.2% 15.5 1.6% 46% False False 107,811
60 1,008.4 894.2 114.2 11.9% 16.0 1.7% 58% False False 112,271
80 1,008.4 893.2 115.2 12.0% 14.5 1.5% 59% False False 106,191
100 1,008.4 889.0 119.4 12.4% 13.0 1.3% 60% False False 84,961
120 1,008.4 868.0 140.4 14.6% 10.8 1.1% 66% False False 70,801
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 2.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,111.3
2.618 1,063.3
1.618 1,033.8
1.000 1,015.8
0.618 1,004.5
HIGH 986.3
0.618 975.0
0.500 971.5
0.382 968.3
LOW 957.0
0.618 938.8
1.000 927.5
1.618 909.3
2.618 880.0
4.250 832.0
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 971.5 980.0
PP 968.0 973.5
S1 964.3 967.0

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

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