ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 949.7 955.1 5.4 0.6% 976.7
High 958.5 966.5 8.0 0.8% 998.9
Low 942.1 952.0 9.9 1.1% 946.3
Close 957.2 959.7 2.5 0.3% 957.6
Range 16.4 14.5 -1.9 -11.6% 52.6
ATR 15.5 15.4 -0.1 -0.4% 0.0
Volume 120,330 107,100 -13,230 -11.0% 981,480
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,003.0 995.8 967.8
R3 988.5 981.3 963.8
R2 974.0 974.0 962.3
R1 966.8 966.8 961.0 970.3
PP 959.5 959.5 959.5 961.3
S1 952.3 952.3 958.3 955.8
S2 945.0 945.0 957.0
S3 930.5 937.8 955.8
S4 916.0 923.3 951.8
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
5 980.9 938.0 42.9 4.5% 19.0 2.0% 51% False False 172,722
10 998.9 938.0 60.9 6.3% 18.5 1.9% 36% False False 164,316
20 998.9 938.0 60.9 6.3% 16.3 1.7% 36% False False 84,709
40 1,001.6 915.8 85.8 8.9% 10.8 1.1% 51% False False 42,408
60 1,001.6 893.4 108.2 11.3% 7.3 0.8% 61% False False 28,273
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,028.0
2.618 1,004.5
1.618 990.0
1.000 981.0
0.618 975.5
HIGH 966.5
0.618 961.0
0.500 959.3
0.382 957.5
LOW 952.0
0.618 943.0
1.000 937.5
1.618 928.5
2.618 914.0
4.250 890.5
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 959.5 957.3
PP 959.5 954.8
S1 959.3 952.3

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

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