ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 938.9 946.7 7.8 0.8% 907.7
High 947.4 946.7 -0.7 -0.1% 942.7
Low 935.4 920.4 -15.0 -1.6% 894.9
Close 945.1 921.0 -24.1 -2.5% 932.5
Range 12.0 26.3 14.3 119.2% 47.8
ATR 14.8 15.6 0.8 5.6% 0.0
Volume 91,429 154,669 63,240 69.2% 528,462
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 1,008.3 991.0 935.5
R3 982.0 964.8 928.3
R2 955.8 955.8 925.8
R1 938.3 938.3 923.5 933.8
PP 929.3 929.3 929.3 927.0
S1 912.0 912.0 918.5 907.5
S2 903.0 903.0 916.3
S3 876.8 885.8 913.8
S4 850.5 859.5 906.5
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,066.8 1,047.5 958.8
R3 1,019.0 999.8 945.8
R2 971.3 971.3 941.3
R1 951.8 951.8 937.0 961.5
PP 923.3 923.3 923.3 928.3
S1 904.0 904.0 928.0 913.8
S2 875.5 875.5 923.8
S3 827.8 856.3 919.3
S4 780.0 808.5 906.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 947.4 920.4 27.0 2.9% 14.5 1.6% 2% False True 99,076
10 947.4 894.2 53.2 5.8% 15.3 1.7% 50% False False 108,466
20 949.8 894.2 55.6 6.0% 16.8 1.8% 48% False False 117,096
40 951.3 894.2 57.1 6.2% 13.8 1.5% 47% False False 116,492
60 951.3 889.0 62.3 6.8% 12.0 1.3% 51% False False 77,983
80 951.3 868.0 83.3 9.0% 9.5 1.0% 64% False False 58,488
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 3.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,058.5
2.618 1,015.5
1.618 989.3
1.000 973.0
0.618 963.0
HIGH 946.8
0.618 936.8
0.500 933.5
0.382 930.5
LOW 920.5
0.618 904.3
1.000 894.0
1.618 877.8
2.618 851.5
4.250 808.5
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 933.5 934.0
PP 929.3 929.5
S1 925.3 925.3

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

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