ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 992.7 981.7 -11.0 -1.1% 985.4
High 994.6 993.0 -1.6 -0.2% 1,005.6
Low 979.4 974.6 -4.8 -0.5% 978.1
Close 983.1 989.5 6.4 0.7% 983.1
Range 15.2 18.4 3.2 21.1% 27.5
ATR 14.7 14.9 0.3 1.8% 0.0
Volume 128,529 174,083 45,554 35.4% 453,399
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,041.0 1,033.5 999.5
R3 1,022.5 1,015.3 994.5
R2 1,004.0 1,004.0 992.8
R1 996.8 996.8 991.3 1,000.5
PP 985.8 985.8 985.8 987.5
S1 978.5 978.5 987.8 982.0
S2 967.3 967.3 986.3
S3 949.0 960.0 984.5
S4 930.5 941.5 979.5
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,071.5 1,054.8 998.3
R3 1,044.0 1,027.3 990.8
R2 1,016.5 1,016.5 988.3
R1 999.8 999.8 985.5 994.3
PP 989.0 989.0 989.0 986.3
S1 972.3 972.3 980.5 966.8
S2 961.5 961.5 978.0
S3 934.0 944.8 975.5
S4 906.5 917.3 968.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.6 974.6 31.0 3.1% 16.5 1.7% 48% False True 125,496
10 1,008.4 968.0 40.4 4.1% 16.8 1.7% 53% False False 108,495
20 1,008.4 950.7 57.7 5.8% 13.3 1.3% 67% False False 95,972
40 1,008.4 894.2 114.2 11.5% 15.3 1.5% 83% False False 106,259
60 1,008.4 894.2 114.2 11.5% 14.0 1.4% 83% False False 111,168
80 1,008.4 889.0 119.4 12.1% 12.8 1.3% 84% False False 85,370
100 1,008.4 868.0 140.4 14.2% 10.5 1.1% 87% False False 68,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,071.3
2.618 1,041.3
1.618 1,022.8
1.000 1,011.5
0.618 1,004.3
HIGH 993.0
0.618 986.0
0.500 983.8
0.382 981.8
LOW 974.5
0.618 963.3
1.000 956.3
1.618 944.8
2.618 926.5
4.250 896.5
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 987.5 988.0
PP 985.8 986.5
S1 983.8 985.3

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

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