ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 947.0 947.7 0.7 0.1% 943.1
High 950.7 948.6 -2.1 -0.2% 951.3
Low 942.7 930.6 -12.1 -1.3% 936.2
Close 948.9 935.1 -13.8 -1.5% 948.9
Range 8.0 18.0 10.0 125.0% 15.1
ATR 9.8 10.4 0.6 6.2% 0.0
Volume 89,146 121,466 32,320 36.3% 413,687
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 992.0 981.5 945.0
R3 974.0 963.5 940.0
R2 956.0 956.0 938.5
R1 945.5 945.5 936.8 941.8
PP 938.0 938.0 938.0 936.3
S1 927.5 927.5 933.5 923.8
S2 920.0 920.0 931.8
S3 902.0 909.5 930.3
S4 884.0 891.5 925.3
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 990.8 985.0 957.3
R3 975.8 969.8 953.0
R2 960.5 960.5 951.8
R1 954.8 954.8 950.3 957.8
PP 945.5 945.5 945.5 947.0
S1 939.8 939.8 947.5 942.5
S2 930.3 930.3 946.3
S3 915.3 924.5 944.8
S4 900.3 909.5 940.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.3 930.6 20.7 2.2% 12.0 1.3% 22% False True 107,030
10 951.3 930.6 20.7 2.2% 12.0 1.3% 22% False True 112,461
20 951.3 903.8 47.5 5.1% 10.0 1.1% 66% False False 103,190
40 951.3 889.0 62.3 6.7% 9.0 1.0% 74% False False 51,628
60 951.3 868.0 83.3 8.9% 6.5 0.7% 81% False False 34,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1,025.0
2.618 995.8
1.618 977.8
1.000 966.5
0.618 959.8
HIGH 948.5
0.618 941.8
0.500 939.5
0.382 937.5
LOW 930.5
0.618 919.5
1.000 912.5
1.618 901.5
2.618 883.5
4.250 854.0
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 939.5 940.8
PP 938.0 938.8
S1 936.5 937.0

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

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