ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 984.6 985.8 1.2 0.1% 992.9
High 985.5 987.1 1.6 0.2% 1,008.4
Low 968.0 971.2 3.2 0.3% 968.0
Close 984.0 984.8 0.8 0.1% 984.8
Range 17.5 15.9 -1.6 -9.1% 40.4
ATR 14.1 14.2 0.1 0.9% 0.0
Volume 129,267 2,415 -126,852 -98.1% 457,476
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,028.8 1,022.8 993.5
R3 1,012.8 1,006.8 989.3
R2 997.0 997.0 987.8
R1 990.8 990.8 986.3 986.0
PP 981.0 981.0 981.0 978.5
S1 975.0 975.0 983.3 970.0
S2 965.3 965.3 982.0
S3 949.3 959.0 980.5
S4 933.3 943.3 976.0
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,108.3 1,087.0 1,007.0
R3 1,067.8 1,046.5 996.0
R2 1,027.5 1,027.5 992.3
R1 1,006.3 1,006.3 988.5 996.5
PP 987.0 987.0 987.0 982.3
S1 965.8 965.8 981.0 956.3
S2 946.8 946.8 977.5
S3 906.3 925.3 973.8
S4 865.8 885.0 962.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.4 968.0 40.4 4.1% 17.0 1.7% 42% False False 91,495
10 1,008.4 968.0 40.4 4.1% 13.8 1.4% 42% False False 87,935
20 1,008.4 920.4 88.0 8.9% 13.5 1.4% 73% False False 91,928
40 1,008.4 894.2 114.2 11.6% 15.3 1.5% 79% False False 106,464
60 1,008.4 894.2 114.2 11.6% 13.5 1.4% 79% False False 103,354
80 1,008.4 889.0 119.4 12.1% 12.0 1.2% 80% False False 77,528
100 1,008.4 868.0 140.4 14.3% 9.8 1.0% 83% False False 62,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,054.8
2.618 1,028.8
1.618 1,012.8
1.000 1,003.0
0.618 997.0
HIGH 987.0
0.618 981.0
0.500 979.3
0.382 977.3
LOW 971.3
0.618 961.3
1.000 955.3
1.618 945.5
2.618 929.5
4.250 903.5
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 983.0 988.3
PP 981.0 987.0
S1 979.3 986.0

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

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