ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 955.1 959.7 4.6 0.5% 976.7
High 966.5 978.0 11.5 1.2% 998.9
Low 952.0 959.1 7.1 0.7% 946.3
Close 959.7 976.5 16.8 1.8% 957.6
Range 14.5 18.9 4.4 30.3% 52.6
ATR 15.4 15.7 0.2 1.6% 0.0
Volume 107,100 108,512 1,412 1.3% 981,480
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,028.0 1,021.0 987.0
R3 1,009.0 1,002.3 981.8
R2 990.0 990.0 980.0
R1 983.3 983.3 978.3 986.8
PP 971.3 971.3 971.3 973.0
S1 964.5 964.5 974.8 967.8
S2 952.3 952.3 973.0
S3 933.5 945.5 971.3
S4 914.5 926.5 966.0
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
5 978.0 938.0 40.0 4.1% 17.3 1.8% 96% True False 146,761
10 998.9 938.0 60.9 6.2% 17.3 1.8% 63% False False 166,042
20 998.9 938.0 60.9 6.2% 17.0 1.7% 63% False False 90,120
40 1,001.6 938.0 63.6 6.5% 11.0 1.1% 61% False False 45,121
60 1,001.6 893.4 108.2 11.1% 7.8 0.8% 77% False False 30,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,058.3
2.618 1,027.5
1.618 1,008.5
1.000 997.0
0.618 989.8
HIGH 978.0
0.618 970.8
0.500 968.5
0.382 966.3
LOW 959.0
0.618 947.5
1.000 940.3
1.618 928.5
2.618 909.5
4.250 878.8
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 973.8 971.0
PP 971.3 965.5
S1 968.5 960.0

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

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