ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	991.8	982.2	-9.6	-1.0%	981.7
High	991.8	989.1	-2.7	-0.3%	996.1
Low	972.6	969.2	-3.4	-0.3%	961.4
Close	981.6	969.5	-12.1	-1.2%	983.2
Range	19.2	19.9	0.7	3.6%	34.7
ATR	15.6	15.9	0.3	2.0%	0.0
Volume	168,867	192,082	23,215	13.7%	769,907

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,035.8	1,022.5	980.5
R3	1,015.8	1,002.5	975.0
R2	995.8	995.8	973.3
R1	982.8	982.8	971.3	979.3
PP	976.0	976.0	976.0	974.3
S1	962.8	962.8	967.8	959.5
S2	956.0	956.0	965.8
S3	936.3	942.8	964.0
S4	916.3	923.0	958.5

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,084.3	1,068.5	1,002.3
R3	1,049.8	1,033.8	992.8
R2	1,015.0	1,015.0	989.5
R1	999.0	999.0	986.5	1,007.0
PP	980.3	980.3	980.3	984.3
S1	964.3	964.3	980.0	972.3
S2	945.5	945.5	976.8
S3	910.8	929.8	973.8
S4	876.3	895.0	964.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.5	961.4	31.1	3.2%	16.3	1.7%	26%	False	False	156,111
10	996.1	961.4	34.7	3.6%	16.8	1.7%	23%	False	False	146,556
20	1,008.4	961.4	47.0	4.8%	16.0	1.6%	17%	False	False	121,496
40	1,008.4	894.2	114.2	11.8%	15.0	1.6%	66%	False	False	112,367
60	1,008.4	894.2	114.2	11.8%	15.0	1.6%	66%	False	False	113,967
80	1,008.4	889.0	119.4	12.3%	14.0	1.4%	67%	False	False	98,850
100	1,008.4	889.0	119.4	12.3%	11.8	1.2%	67%	False	False	79,083
120	1,008.4	820.7	187.7	19.4%	10.0	1.0%	79%	False	False	65,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,073.8
2.618	1,041.3
1.618	1,021.3
1.000	1,009.0
0.618	1,001.5
HIGH	989.0
0.618	981.5
0.500	979.3
0.382	976.8
LOW	969.3
0.618	957.0
1.000	949.3
1.618	937.0
2.618	917.0
4.250	884.5

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	979.3	980.8
PP	976.0	977.0
S1	972.8	973.3

Download as Excel Spreadsheet

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

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