ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 997.0 980.8 -16.2 -1.6% 984.1
High 998.9 980.9 -18.0 -1.8% 989.2
Low 979.3 952.8 -26.5 -2.7% 958.7
Close 981.8 956.5 -25.3 -2.6% 976.3
Range 19.6 28.1 8.5 43.4% 30.5
ATR 13.9 15.0 1.1 7.8% 0.0
Volume 169,709 238,315 68,606 40.4% 288,403
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,047.8 1,030.3 972.0
R3 1,019.5 1,002.0 964.3
R2 991.5 991.5 961.8
R1 974.0 974.0 959.0 968.8
PP 963.5 963.5 963.5 960.8
S1 946.0 946.0 954.0 940.5
S2 935.3 935.3 951.3
S3 907.3 917.8 948.8
S4 879.0 889.8 941.0
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
5 998.9 952.8 46.1 4.8% 17.5 1.8% 8% False True 185,324
10 998.9 952.8 46.1 4.8% 17.5 1.8% 8% False True 106,679
20 1,001.5 952.8 48.7 5.1% 14.3 1.5% 8% False True 53,465
40 1,001.6 915.8 85.8 9.0% 9.3 1.0% 47% False False 26,776
60 1,001.6 893.4 108.2 11.3% 6.5 0.7% 58% False False 17,852
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 2.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,100.3
2.618 1,054.5
1.618 1,026.3
1.000 1,009.0
0.618 998.3
HIGH 981.0
0.618 970.3
0.500 966.8
0.382 963.5
LOW 952.8
0.618 935.5
1.000 924.8
1.618 907.3
2.618 879.3
4.250 833.5
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 966.8 975.8
PP 963.5 969.5
S1 960.0 963.0

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

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