ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 975.3 968.0 -7.3 -0.7% 981.1
High 978.5 976.4 -2.1 -0.2% 1,001.5
Low 962.2 959.7 -2.5 -0.3% 978.0
Close 964.8 976.4 11.6 1.2% 979.5
Range 16.3 16.7 0.4 2.5% 23.5
ATR 10.9 11.3 0.4 3.8% 0.0
Volume 169 246 77 45.6% 732
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,021.0 1,015.3 985.5
R3 1,004.3 998.8 981.0
R2 987.5 987.5 979.5
R1 982.0 982.0 978.0 984.8
PP 970.8 970.8 970.8 972.3
S1 965.3 965.3 974.8 968.0
S2 954.3 954.3 973.3
S3 937.5 948.5 971.8
S4 920.8 931.8 967.3
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
5 991.0 959.7 31.3 3.2% 15.8 1.6% 53% False True 361
10 1,001.5 959.7 41.8 4.3% 11.3 1.2% 40% False True 250
20 1,001.6 959.7 41.9 4.3% 8.8 0.9% 40% False True 162
40 1,001.6 893.4 108.2 11.1% 5.0 0.5% 77% False False 107
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,047.5
2.618 1,020.0
1.618 1,003.5
1.000 993.0
0.618 986.8
HIGH 976.5
0.618 970.0
0.500 968.0
0.382 966.0
LOW 959.8
0.618 949.5
1.000 943.0
1.618 932.8
2.618 916.0
4.250 888.8
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 973.5 976.0
PP 970.8 975.8
S1 968.0 975.3

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

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