ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	981.7	969.4	-12.3	-1.3%	985.4
High	983.0	980.5	-2.5	-0.3%	1,005.6
Low	965.4	961.4	-4.0	-0.4%	978.1
Close	968.3	979.9	11.6	1.2%	983.1
Range	17.6	19.1	1.5	8.5%	27.5
ATR	15.7	15.9	0.2	1.6%	0.0
Volume	159,081	167,864	8,783	5.5%	453,399

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,031.3	1,024.8	990.5
R3	1,012.3	1,005.5	985.3
R2	993.0	993.0	983.5
R1	986.5	986.5	981.8	989.8
PP	974.0	974.0	974.0	975.5
S1	967.3	967.3	978.3	970.8
S2	954.8	954.8	976.5
S3	935.8	948.3	974.8
S4	916.8	929.3	969.5

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	996.1	961.4	34.7	3.5%	18.8	1.9%	53%	False	True	153,695
10	1,005.6	961.4	44.2	4.5%	17.5	1.8%	42%	False	True	122,503
20	1,008.4	961.4	47.0	4.8%	14.8	1.5%	39%	False	True	107,141
40	1,008.4	894.2	114.2	11.7%	15.8	1.6%	75%	False	False	110,731
60	1,008.4	894.2	114.2	11.7%	14.8	1.5%	75%	False	False	111,197
80	1,008.4	889.0	119.4	12.2%	13.3	1.4%	76%	False	False	91,193
100	1,008.4	875.7	132.7	13.5%	11.3	1.1%	79%	False	False	72,956
120	1,008.4	820.7	187.7	19.2%	9.3	1.0%	85%	False	False	60,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,061.8
2.618	1,030.5
1.618	1,011.5
1.000	999.5
0.618	992.3
HIGH	980.5
0.618	973.3
0.500	971.0
0.382	968.8
LOW	961.5
0.618	949.5
1.000	942.3
1.618	930.5
2.618	911.5
4.250	880.3

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	977.0	979.5
PP	974.0	979.3
S1	971.0	978.8

Download as Excel Spreadsheet

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

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