ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 987.0 979.9 -7.1 -0.7% 977.8
High 987.9 985.7 -2.2 -0.2% 991.0
Low 969.6 965.9 -3.7 -0.4% 959.7
Close 978.2 966.2 -12.0 -1.2% 979.7
Range 18.3 19.8 1.5 8.2% 31.3
ATR 11.7 12.2 0.6 5.0% 0.0
Volume 6,943 35,662 28,719 413.6% 2,046
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,032.0 1,019.0 977.0
R3 1,012.3 999.0 971.8
R2 992.5 992.5 969.8
R1 979.3 979.3 968.0 976.0
PP 972.5 972.5 972.5 971.0
S1 959.5 959.5 964.5 956.3
S2 952.8 952.8 962.5
S3 933.0 939.8 960.8
S4 913.3 920.0 955.3
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 3.1% 14.8 1.5% 22% False False 9,834
10 991.0 959.7 31.3 3.2% 14.0 1.4% 21% False False 5,103
20 1,001.6 959.7 41.9 4.3% 11.3 1.2% 16% False False 2,583
40 1,001.6 893.4 108.2 11.2% 6.3 0.7% 67% False False 1,330
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 4.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,069.8
2.618 1,037.5
1.618 1,017.8
1.000 1,005.5
0.618 998.0
HIGH 985.8
0.618 978.3
0.500 975.8
0.382 973.5
LOW 966.0
0.618 953.8
1.000 946.0
1.618 933.8
2.618 914.0
4.250 881.8
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 975.8 977.5
PP 972.5 973.8
S1 969.5 970.0

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

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