ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 976.0 984.1 8.1 0.8% 977.8
High 984.9 989.2 4.3 0.4% 991.0
Low 974.8 980.4 5.6 0.6% 959.7
Close 979.7 988.6 8.9 0.9% 979.7
Range 10.1 8.8 -1.3 -12.9% 31.3
ATR 11.2 11.1 -0.1 -1.1% 0.0
Volume 357 5,962 5,605 1,570.0% 2,046
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,012.5 1,009.3 993.5
R3 1,003.8 1,000.5 991.0
R2 994.8 994.8 990.3
R1 991.8 991.8 989.5 993.3
PP 986.0 986.0 986.0 986.8
S1 983.0 983.0 987.8 984.5
S2 977.3 977.3 987.0
S3 968.5 974.3 986.3
S4 959.8 965.3 983.8
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% 14.5 1.5% 92% False False 1,432
10 1,001.5 959.7 41.8 4.2% 12.3 1.2% 69% False False 865
20 1,001.6 959.7 41.9 4.2% 9.5 1.0% 69% False False 453
40 1,001.6 893.4 108.2 10.9% 5.3 0.5% 88% False False 265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,026.5
2.618 1,012.3
1.618 1,003.5
1.000 998.0
0.618 994.8
HIGH 989.3
0.618 985.8
0.500 984.8
0.382 983.8
LOW 980.5
0.618 975.0
1.000 971.5
1.618 966.3
2.618 957.3
4.250 943.0
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 987.3 984.0
PP 986.0 979.3
S1 984.8 974.5

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

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