ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 990.1 980.0 -10.1 -1.0% 982.7
High 990.7 993.0 2.3 0.2% 992.5
Low 978.3 980.0 1.7 0.2% 961.5
Close 979.9 989.5 9.6 1.0% 979.9
Range 12.4 13.0 0.6 4.8% 31.0
ATR 16.6 16.4 -0.3 -1.5% 0.0
Volume 89,848 100,585 10,737 12.0% 787,584
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,026.5 1,021.0 996.8
R3 1,013.5 1,008.0 993.0
R2 1,000.5 1,000.5 992.0
R1 995.0 995.0 990.8 997.8
PP 987.5 987.5 987.5 989.0
S1 982.0 982.0 988.3 984.8
S2 974.5 974.5 987.0
S3 961.5 969.0 986.0
S4 948.5 956.0 982.3
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,071.0 1,056.5 997.0
R3 1,040.0 1,025.5 988.5
R2 1,009.0 1,009.0 985.5
R1 994.5 994.5 982.8 986.3
PP 978.0 978.0 978.0 973.8
S1 963.5 963.5 977.0 955.3
S2 947.0 947.0 974.3
S3 916.0 932.5 971.5
S4 885.0 901.5 962.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.0 961.5 31.5 3.2% 19.0 1.9% 89% True False 153,276
10 996.1 961.4 34.7 3.5% 17.8 1.8% 81% False False 148,399
20 1,008.4 961.4 47.0 4.7% 17.3 1.7% 60% False False 128,447
40 1,008.4 894.9 113.5 11.5% 15.0 1.5% 83% False False 111,962
60 1,008.4 894.2 114.2 11.5% 15.3 1.5% 83% False False 114,546
80 1,008.4 889.0 119.4 12.1% 14.3 1.4% 84% False False 103,918
100 1,008.4 889.0 119.4 12.1% 12.3 1.2% 84% False False 83,137
120 1,008.4 820.7 187.7 19.0% 10.3 1.0% 90% False False 69,282
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,048.3
2.618 1,027.0
1.618 1,014.0
1.000 1,006.0
0.618 1,001.0
HIGH 993.0
0.618 988.0
0.500 986.5
0.382 985.0
LOW 980.0
0.618 972.0
1.000 967.0
1.618 959.0
2.618 946.0
4.250 924.8
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 988.5 985.5
PP 987.5 981.3
S1 986.5 977.3

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

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