ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 984.1 987.0 2.9 0.3% 977.8
High 989.2 987.9 -1.3 -0.1% 991.0
Low 980.4 969.6 -10.8 -1.1% 959.7
Close 988.6 978.2 -10.4 -1.1% 979.7
Range 8.8 18.3 9.5 108.0% 31.3
ATR 11.1 11.7 0.6 5.1% 0.0
Volume 5,962 6,943 981 16.5% 2,046
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,033.5 1,024.3 988.3
R3 1,015.3 1,005.8 983.3
R2 996.8 996.8 981.5
R1 987.5 987.5 980.0 983.0
PP 978.5 978.5 978.5 976.3
S1 969.3 969.3 976.5 964.8
S2 960.3 960.3 974.8
S3 942.0 951.0 973.3
S4 923.8 932.8 968.3
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
5 989.2 959.7 29.5 3.0% 14.0 1.4% 63% False False 2,735
10 991.0 959.7 31.3 3.2% 12.8 1.3% 59% False False 1,553
20 1,001.6 959.7 41.9 4.3% 10.5 1.1% 44% False False 800
40 1,001.6 893.4 108.2 11.1% 5.8 0.6% 78% False False 438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,065.8
2.618 1,035.8
1.618 1,017.5
1.000 1,006.3
0.618 999.3
HIGH 988.0
0.618 981.0
0.500 978.8
0.382 976.5
LOW 969.5
0.618 958.3
1.000 951.3
1.618 940.0
2.618 921.8
4.250 891.8
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 978.8 979.5
PP 978.5 979.0
S1 978.5 978.5

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

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