ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 992.9 995.6 2.7 0.3% 970.7
High 1,000.2 999.9 -0.3 0.0% 995.3
Low 989.5 992.6 3.1 0.3% 968.0
Close 996.2 996.9 0.7 0.1% 994.0
Range 10.7 7.3 -3.4 -31.8% 27.3
ATR 12.7 12.3 -0.4 -3.0% 0.0
Volume 77,285 78,046 761 1.0% 421,880
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 1,018.3 1,015.0 1,001.0
R3 1,011.0 1,007.8 999.0
R2 1,003.8 1,003.8 998.3
R1 1,000.3 1,000.3 997.5 1,002.0
PP 996.5 996.5 996.5 997.3
S1 993.0 993.0 996.3 994.8
S2 989.3 989.3 995.5
S3 981.8 985.8 995.0
S4 974.5 978.5 993.0
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,067.8 1,058.3 1,009.0
R3 1,040.3 1,030.8 1,001.5
R2 1,013.0 1,013.0 999.0
R1 1,003.5 1,003.5 996.5 1,008.3
PP 985.8 985.8 985.8 988.3
S1 976.3 976.3 991.5 981.0
S2 958.5 958.5 989.0
S3 931.3 949.0 986.5
S4 903.8 921.8 979.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,000.2 981.0 19.2 1.9% 9.5 1.0% 83% False False 84,350
10 1,000.2 960.9 39.3 3.9% 9.5 1.0% 92% False False 83,407
20 1,000.2 920.4 79.8 8.0% 11.8 1.2% 96% False False 91,084
40 1,000.2 894.2 106.0 10.6% 14.3 1.4% 97% False False 105,881
60 1,000.2 889.0 111.2 11.2% 13.0 1.3% 97% False False 98,322
80 1,000.2 889.0 111.2 11.2% 11.3 1.1% 97% False False 73,751
100 1,000.2 842.6 157.6 15.8% 9.3 0.9% 98% False False 59,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,031.0
2.618 1,019.0
1.618 1,011.8
1.000 1,007.3
0.618 1,004.5
HIGH 1,000.0
0.618 997.0
0.500 996.3
0.382 995.5
LOW 992.5
0.618 988.0
1.000 985.3
1.618 980.8
2.618 973.5
4.250 961.5
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 996.8 995.3
PP 996.5 993.8
S1 996.3 992.3

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

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