ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	982.2	970.5	-11.7	-1.2%	981.7
High	989.1	991.4	2.3	0.2%	996.1
Low	969.2	961.5	-7.7	-0.8%	961.4
Close	969.5	989.5	20.0	2.1%	983.2
Range	19.9	29.9	10.0	50.3%	34.7
ATR	15.9	16.9	1.0	6.3%	0.0
Volume	192,082	214,999	22,917	11.9%	769,907

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,070.5	1,060.0	1,006.0
R3	1,040.5	1,030.0	997.8
R2	1,010.8	1,010.8	995.0
R1	1,000.0	1,000.0	992.3	1,005.5
PP	980.8	980.8	980.8	983.5
S1	970.3	970.3	986.8	975.5
S2	951.0	951.0	984.0
S3	921.0	940.3	981.3
S4	891.0	910.5	973.0

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	961.5	31.0	3.1%	18.5	1.9%	90%	False	True	165,538
10	996.1	961.4	34.7	3.5%	18.5	1.9%	81%	False	False	159,617
20	1,008.4	961.4	47.0	4.7%	17.0	1.7%	60%	False	False	127,670
40	1,008.4	894.2	114.2	11.5%	15.3	1.5%	83%	False	False	113,223
60	1,008.4	894.2	114.2	11.5%	15.3	1.5%	83%	False	False	114,908
80	1,008.4	889.0	119.4	12.1%	14.3	1.4%	84%	False	False	101,538
100	1,008.4	889.0	119.4	12.1%	12.0	1.2%	84%	False	False	81,233
120	1,008.4	820.7	187.7	19.0%	10.3	1.0%	90%	False	False	67,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,118.5
2.618	1,069.8
1.618	1,039.8
1.000	1,021.3
0.618	1,010.0
HIGH	991.5
0.618	980.0
0.500	976.5
0.382	973.0
LOW	961.5
0.618	943.0
1.000	931.5
1.618	913.0
2.618	883.3
4.250	834.5

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	985.3	985.3
PP	980.8	981.0
S1	976.5	976.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols