ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 980.8 957.1 -23.7 -2.4% 976.7
High 980.9 961.9 -19.0 -1.9% 998.9
Low 952.8 946.3 -6.5 -0.7% 946.3
Close 956.5 957.6 1.1 0.1% 957.6
Range 28.1 15.6 -12.5 -44.5% 52.6
ATR 15.0 15.0 0.0 0.3% 0.0
Volume 238,315 203,444 -34,871 -14.6% 981,480
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,002.0 995.5 966.3
R3 986.5 979.8 962.0
R2 970.8 970.8 960.5
R1 964.3 964.3 959.0 967.5
PP 955.3 955.3 955.3 957.0
S1 948.8 948.8 956.3 952.0
S2 939.8 939.8 954.8
S3 924.0 933.0 953.3
S4 908.5 917.5 949.0
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,125.5 1,094.0 986.5
R3 1,072.8 1,041.5 972.0
R2 1,020.3 1,020.3 967.3
R1 989.0 989.0 962.5 978.3
PP 967.5 967.5 967.5 962.3
S1 936.3 936.3 952.8 925.8
S2 915.0 915.0 948.0
S3 862.5 883.8 943.3
S4 809.8 831.0 928.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 998.9 946.3 52.6 5.5% 18.3 1.9% 21% False True 196,296
10 998.9 946.3 52.6 5.5% 18.0 1.9% 21% False True 126,988
20 1,001.5 946.3 55.2 5.8% 14.8 1.5% 20% False True 63,633
40 1,001.6 915.8 85.8 9.0% 9.5 1.0% 49% False False 31,862
60 1,001.6 893.4 108.2 11.3% 6.8 0.7% 59% False False 21,243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,028.3
2.618 1,002.8
1.618 987.3
1.000 977.5
0.618 971.5
HIGH 962.0
0.618 956.0
0.500 954.0
0.382 952.3
LOW 946.3
0.618 936.8
1.000 930.8
1.618 921.0
2.618 905.5
4.250 880.0
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 956.5 972.5
PP 955.3 967.5
S1 954.0 962.5

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

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