ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 976.7 985.5 8.8 0.9% 984.1
High 989.4 998.9 9.5 1.0% 989.2
Low 976.0 984.8 8.8 0.9% 958.7
Close 985.7 996.2 10.5 1.1% 976.3
Range 13.4 14.1 0.7 5.2% 30.5
ATR 13.4 13.4 0.1 0.4% 0.0
Volume 198,094 171,918 -26,176 -13.2% 288,403
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,035.5 1,030.0 1,004.0
R3 1,021.5 1,016.0 1,000.0
R2 1,007.5 1,007.5 998.8
R1 1,001.8 1,001.8 997.5 1,004.5
PP 993.3 993.3 993.3 994.8
S1 987.8 987.8 995.0 990.5
S2 979.3 979.3 993.5
S3 965.0 973.5 992.3
S4 951.0 959.5 988.5
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
5 998.9 958.7 40.2 4.0% 17.8 1.8% 93% True False 129,102
10 998.9 958.7 40.2 4.0% 16.0 1.6% 93% True False 65,918
20 1,001.6 958.7 42.9 4.3% 14.0 1.4% 87% False False 33,074
40 1,001.6 915.8 85.8 8.6% 8.0 0.8% 94% False False 16,576
60 1,001.6 893.4 108.2 10.9% 5.5 0.6% 95% False False 11,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,058.8
2.618 1,035.8
1.618 1,021.8
1.000 1,013.0
0.618 1,007.5
HIGH 999.0
0.618 993.5
0.500 991.8
0.382 990.3
LOW 984.8
0.618 976.0
1.000 970.8
1.618 962.0
2.618 948.0
4.250 925.0
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 994.8 993.0
PP 993.3 990.0
S1 991.8 986.8

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

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