ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 979.9 966.7 -13.2 -1.3% 977.8
High 985.7 988.0 2.3 0.2% 991.0
Low 965.9 958.7 -7.2 -0.7% 959.7
Close 966.2 985.9 19.7 2.0% 979.7
Range 19.8 29.3 9.5 48.0% 31.3
ATR 12.2 13.5 1.2 10.0% 0.0
Volume 35,662 91,250 55,588 155.9% 2,046
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,065.5 1,055.0 1,002.0
R3 1,036.3 1,025.8 994.0
R2 1,006.8 1,006.8 991.3
R1 996.3 996.3 988.5 1,001.5
PP 977.5 977.5 977.5 980.3
S1 967.0 967.0 983.3 972.3
S2 948.3 948.3 980.5
S3 919.0 937.8 977.8
S4 889.8 908.5 969.8
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
5 989.2 958.7 30.5 3.1% 17.3 1.8% 89% False True 28,034
10 991.0 958.7 32.3 3.3% 16.5 1.7% 84% False True 14,198
20 1,001.6 958.7 42.9 4.4% 12.3 1.3% 63% False True 7,145
40 1,001.6 903.4 98.2 10.0% 7.0 0.7% 84% False False 3,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1,112.5
2.618 1,064.8
1.618 1,035.5
1.000 1,017.3
0.618 1,006.0
HIGH 988.0
0.618 976.8
0.500 973.3
0.382 970.0
LOW 958.8
0.618 940.5
1.000 929.5
1.618 911.3
2.618 882.0
4.250 834.3
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 981.8 981.8
PP 977.5 977.5
S1 973.3 973.3

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

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