ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 985.5 997.0 11.5 1.2% 984.1
High 998.9 998.9 0.0 0.0% 989.2
Low 984.8 979.3 -5.5 -0.6% 958.7
Close 996.2 981.8 -14.4 -1.4% 976.3
Range 14.1 19.6 5.5 39.0% 30.5
ATR 13.4 13.9 0.4 3.3% 0.0
Volume 171,918 169,709 -2,209 -1.3% 288,403
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,045.5 1,033.3 992.5
R3 1,025.8 1,013.8 987.3
R2 1,006.3 1,006.3 985.5
R1 994.0 994.0 983.5 990.3
PP 986.8 986.8 986.8 984.8
S1 974.5 974.5 980.0 970.8
S2 967.0 967.0 978.3
S3 947.5 954.8 976.5
S4 927.8 935.3 971.0
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 4.1% 17.8 1.8% 57% True False 155,911
10 998.9 958.7 40.2 4.1% 16.3 1.7% 57% True False 82,872
20 1,001.5 958.7 42.8 4.4% 13.8 1.4% 54% False False 41,553
40 1,001.6 915.8 85.8 8.7% 8.5 0.9% 77% False False 20,818
60 1,001.6 893.4 108.2 11.0% 6.0 0.6% 82% False False 13,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,082.3
2.618 1,050.3
1.618 1,030.5
1.000 1,018.5
0.618 1,011.0
HIGH 999.0
0.618 991.5
0.500 989.0
0.382 986.8
LOW 979.3
0.618 967.3
1.000 959.8
1.618 947.5
2.618 928.0
4.250 896.0
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 989.0 987.5
PP 986.8 985.5
S1 984.3 983.8

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

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