ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	1,000.8	986.3	-14.5	-1.4%	982.7
High	1,002.6	986.3	-16.3	-1.6%	992.5
Low	983.2	956.9	-26.3	-2.7%	961.5
Close	985.6	960.6	-25.0	-2.5%	979.9
Range	19.4	29.4	10.0	51.5%	31.0
ATR	16.4	17.4	0.9	5.6%	0.0
Volume	43,230	54,033	10,803	25.0%	787,584

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,056.3	1,037.8	976.8
R3	1,026.8	1,008.3	968.8
R2	997.3	997.3	966.0
R1	979.0	979.0	963.3	973.5
PP	968.0	968.0	968.0	965.3
S1	949.5	949.5	958.0	944.0
S2	938.5	938.5	955.3
S3	909.3	920.3	952.5
S4	879.8	890.8	944.5

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	1,003.3	956.9	46.4	4.8%	17.8	1.8%	8%	False	True	74,561
10	1,003.3	956.9	46.4	4.8%	18.0	1.9%	8%	False	True	120,049
20	1,005.6	956.9	48.7	5.1%	17.8	1.9%	8%	False	True	121,276
40	1,008.4	920.4	88.0	9.2%	15.5	1.6%	46%	False	False	107,811
60	1,008.4	894.2	114.2	11.9%	16.0	1.7%	58%	False	False	112,271
80	1,008.4	893.2	115.2	12.0%	14.5	1.5%	59%	False	False	106,191
100	1,008.4	889.0	119.4	12.4%	13.0	1.3%	60%	False	False	84,961
120	1,008.4	868.0	140.4	14.6%	10.8	1.1%	66%	False	False	70,801

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	2.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,111.3
2.618	1,063.3
1.618	1,033.8
1.000	1,015.8
0.618	1,004.5
HIGH	986.3
0.618	975.0
0.500	971.5
0.382	968.3
LOW	957.0
0.618	938.8
1.000	927.5
1.618	909.3
2.618	880.0
4.250	832.0

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	971.5	980.0
PP	968.0	973.5
S1	964.3	967.0

Download as Excel Spreadsheet

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

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