ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 980.6 975.3 -5.3 -0.5% 981.1
High 991.0 978.5 -12.5 -1.3% 1,001.5
Low 970.7 962.2 -8.5 -0.9% 978.0
Close 978.8 964.8 -14.0 -1.4% 979.5
Range 20.3 16.3 -4.0 -19.7% 23.5
ATR 10.5 10.9 0.4 4.2% 0.0
Volume 428 169 -259 -60.5% 732
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,017.5 1,007.5 973.8
R3 1,001.0 991.0 969.3
R2 984.8 984.8 967.8
R1 974.8 974.8 966.3 971.8
PP 968.5 968.5 968.5 967.0
S1 958.5 958.5 963.3 955.3
S2 952.3 952.3 961.8
S3 936.0 942.3 960.3
S4 919.5 926.0 955.8
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
5 991.0 962.2 28.8 3.0% 13.3 1.4% 9% False True 372
10 1,001.5 962.2 39.3 4.1% 11.3 1.2% 7% False True 234
20 1,001.6 961.9 39.7 4.1% 8.0 0.8% 7% False False 174
40 1,001.6 893.4 108.2 11.2% 4.5 0.5% 66% False False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,047.8
2.618 1,021.3
1.618 1,004.8
1.000 994.8
0.618 988.5
HIGH 978.5
0.618 972.3
0.500 970.3
0.382 968.5
LOW 962.3
0.618 952.3
1.000 946.0
1.618 935.8
2.618 919.5
4.250 893.0
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 970.3 976.5
PP 968.5 972.8
S1 966.8 968.8

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

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