ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 957.1 949.7 -7.4 -0.8% 976.7
High 958.4 958.5 0.1 0.0% 998.9
Low 938.0 942.1 4.1 0.4% 946.3
Close 947.6 957.2 9.6 1.0% 957.6
Range 20.4 16.4 -4.0 -19.6% 52.6
ATR 15.4 15.5 0.1 0.5% 0.0
Volume 194,421 120,330 -74,091 -38.1% 981,480
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,001.8 996.0 966.3
R3 985.5 979.5 961.8
R2 969.0 969.0 960.3
R1 963.0 963.0 958.8 966.0
PP 952.5 952.5 952.5 954.0
S1 946.8 946.8 955.8 949.8
S2 936.3 936.3 954.3
S3 919.8 930.3 952.8
S4 903.5 914.0 948.3
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
5 998.9 938.0 60.9 6.4% 20.0 2.1% 32% False False 185,243
10 998.9 938.0 60.9 6.4% 19.0 2.0% 32% False False 157,172
20 998.9 938.0 60.9 6.4% 15.8 1.7% 32% False False 79,363
40 1,001.6 915.8 85.8 9.0% 10.5 1.1% 48% False False 39,731
60 1,001.6 893.4 108.2 11.3% 7.3 0.8% 59% False False 26,488
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,028.3
2.618 1,001.5
1.618 985.0
1.000 975.0
0.618 968.8
HIGH 958.5
0.618 952.3
0.500 950.3
0.382 948.3
LOW 942.0
0.618 932.0
1.000 925.8
1.618 915.5
2.618 899.3
4.250 872.5
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 955.0 954.8
PP 952.5 952.3
S1 950.3 950.0

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

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