ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 977.8 980.6 2.8 0.3% 981.1
High 988.0 991.0 3.0 0.3% 1,001.5
Low 973.8 970.7 -3.1 -0.3% 978.0
Close 985.9 978.8 -7.1 -0.7% 979.5
Range 14.2 20.3 6.1 43.0% 23.5
ATR 9.7 10.5 0.8 7.8% 0.0
Volume 846 428 -418 -49.4% 732
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,041.0 1,030.3 990.0
R3 1,020.8 1,010.0 984.5
R2 1,000.5 1,000.5 982.5
R1 989.8 989.8 980.8 985.0
PP 980.3 980.3 980.3 977.8
S1 969.3 969.3 977.0 964.5
S2 959.8 959.8 975.0
S3 939.5 949.0 973.3
S4 919.3 928.8 967.8
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,056.8 1,041.8 992.5
R3 1,033.3 1,018.3 986.0
R2 1,009.8 1,009.8 983.8
R1 994.8 994.8 981.8 990.5
PP 986.3 986.3 986.3 984.3
S1 971.3 971.3 977.3 967.0
S2 962.8 962.8 975.3
S3 939.3 947.8 973.0
S4 915.8 924.3 966.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 991.0 970.7 20.3 2.1% 11.5 1.2% 40% True True 371
10 1,001.6 965.0 36.6 3.7% 12.3 1.3% 38% False False 229
20 1,001.6 960.6 41.0 4.2% 7.3 0.7% 44% False False 190
40 1,001.6 893.4 108.2 11.1% 4.0 0.4% 79% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,077.3
2.618 1,044.3
1.618 1,023.8
1.000 1,011.3
0.618 1,003.5
HIGH 991.0
0.618 983.3
0.500 980.8
0.382 978.5
LOW 970.8
0.618 958.3
1.000 950.5
1.618 937.8
2.618 917.5
4.250 884.5
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 980.8 980.8
PP 980.3 980.3
S1 979.5 979.5

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

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