ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 968.0 976.0 8.0 0.8% 977.8
High 976.4 984.9 8.5 0.9% 991.0
Low 959.7 974.8 15.1 1.6% 959.7
Close 976.4 979.7 3.3 0.3% 979.7
Range 16.7 10.1 -6.6 -39.5% 31.3
ATR 11.3 11.2 -0.1 -0.8% 0.0
Volume 246 357 111 45.1% 2,046
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,010.0 1,005.0 985.3
R3 1,000.0 995.0 982.5
R2 990.0 990.0 981.5
R1 984.8 984.8 980.8 987.3
PP 979.8 979.8 979.8 981.0
S1 974.8 974.8 978.8 977.3
S2 969.8 969.8 977.8
S3 959.5 964.5 977.0
S4 949.5 954.5 974.3
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,070.8 1,056.5 997.0
R3 1,039.5 1,025.3 988.3
R2 1,008.0 1,008.0 985.5
R1 994.0 994.0 982.5 1,001.0
PP 976.8 976.8 976.8 980.3
S1 962.5 962.5 976.8 969.8
S2 945.5 945.5 974.0
S3 914.3 931.3 971.0
S4 883.0 900.0 962.5
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% 15.5 1.6% 64% False False 409
10 1,001.5 959.7 41.8 4.3% 11.5 1.2% 48% False False 277
20 1,001.6 959.7 41.9 4.3% 9.0 0.9% 48% False False 155
40 1,001.6 893.4 108.2 11.0% 5.3 0.5% 80% False False 116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,027.8
2.618 1,011.3
1.618 1,001.3
1.000 995.0
0.618 991.3
HIGH 985.0
0.618 981.0
0.500 979.8
0.382 978.8
LOW 974.8
0.618 968.5
1.000 964.8
1.618 958.5
2.618 948.3
4.250 932.0
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 979.8 977.3
PP 979.8 974.8
S1 979.8 972.3

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

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