ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 966.7 987.3 20.6 2.1% 984.1
High 988.0 987.3 -0.7 -0.1% 989.2
Low 958.7 974.7 16.0 1.7% 958.7
Close 985.9 976.3 -9.6 -1.0% 976.3
Range 29.3 12.6 -16.7 -57.0% 30.5
ATR 13.5 13.4 -0.1 -0.5% 0.0
Volume 91,250 148,586 57,336 62.8% 288,403
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,017.3 1,009.3 983.3
R3 1,004.8 996.8 979.8
R2 992.0 992.0 978.5
R1 984.3 984.3 977.5 981.8
PP 979.5 979.5 979.5 978.3
S1 971.5 971.5 975.3 969.3
S2 966.8 966.8 974.0
S3 954.3 959.0 972.8
S4 941.8 946.3 969.3
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,066.3 1,051.8 993.0
R3 1,035.8 1,021.3 984.8
R2 1,005.3 1,005.3 982.0
R1 990.8 990.8 979.0 982.8
PP 974.8 974.8 974.8 970.8
S1 960.3 960.3 973.5 952.3
S2 944.3 944.3 970.8
S3 913.8 929.8 968.0
S4 883.3 899.3 959.5
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% 17.8 1.8% 58% False False 57,680
10 991.0 958.7 32.3 3.3% 16.8 1.7% 54% False False 29,044
20 1,001.6 958.7 42.9 4.4% 13.0 1.3% 41% False False 14,574
40 1,001.6 909.0 92.6 9.5% 7.3 0.8% 73% False False 7,326
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,040.8
2.618 1,020.3
1.618 1,007.8
1.000 1,000.0
0.618 995.0
HIGH 987.3
0.618 982.5
0.500 981.0
0.382 979.5
LOW 974.8
0.618 967.0
1.000 962.0
1.618 954.3
2.618 941.8
4.250 921.3
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 981.0 975.3
PP 979.5 974.3
S1 977.8 973.3

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

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