ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 973.5 987.0 13.5 1.4% 957.1
High 991.7 993.7 2.0 0.2% 982.1
Low 970.6 979.4 8.8 0.9% 938.0
Close 985.6 986.6 1.0 0.1% 974.7
Range 21.1 14.3 -6.8 -32.2% 44.1
ATR 16.2 16.1 -0.1 -0.8% 0.0
Volume 121,636 122,941 1,305 1.1% 671,874
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,029.5 1,022.3 994.5
R3 1,015.3 1,008.0 990.5
R2 1,000.8 1,000.8 989.3
R1 993.8 993.8 988.0 990.3
PP 986.5 986.5 986.5 984.8
S1 979.5 979.5 985.3 975.8
S2 972.3 972.3 984.0
S3 958.0 965.3 982.8
S4 943.8 950.8 978.8
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,097.3 1,080.0 999.0
R3 1,053.3 1,036.0 986.8
R2 1,009.0 1,009.0 982.8
R1 991.8 991.8 978.8 1,000.5
PP 965.0 965.0 965.0 969.3
S1 947.8 947.8 970.8 956.3
S2 920.8 920.8 966.5
S3 876.8 903.8 962.5
S4 832.8 859.5 950.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.7 952.0 41.7 4.2% 17.5 1.8% 83% True False 120,340
10 998.9 938.0 60.9 6.2% 18.8 1.9% 80% False False 152,791
20 998.9 938.0 60.9 6.2% 17.3 1.8% 80% False False 109,355
40 1,001.6 938.0 63.6 6.4% 12.3 1.2% 76% False False 54,773
60 1,001.6 893.4 108.2 11.0% 8.5 0.9% 86% False False 36,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,054.5
2.618 1,031.3
1.618 1,016.8
1.000 1,008.0
0.618 1,002.5
HIGH 993.8
0.618 988.3
0.500 986.5
0.382 984.8
LOW 979.5
0.618 970.5
1.000 965.0
1.618 956.3
2.618 942.0
4.250 918.5
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 986.5 984.0
PP 986.5 981.3
S1 986.5 978.8

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

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