ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 986.3 960.0 -26.3 -2.7% 980.0
High 986.3 964.4 -21.9 -2.2% 1,003.3
Low 956.9 958.8 1.9 0.2% 956.9
Close 960.6 964.4 3.8 0.4% 964.4
Range 29.4 5.6 -23.8 -80.8% 46.4
ATR 17.4 16.5 -0.8 -4.8% 0.0
Volume 54,033 788 -53,245 -98.5% 283,745
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 979.5 977.5 967.5
R3 973.8 972.0 966.0
R2 968.3 968.3 965.5
R1 966.3 966.3 965.0 967.3
PP 962.5 962.5 962.5 963.0
S1 960.8 960.8 964.0 961.5
S2 957.0 957.0 963.5
S3 951.3 955.0 963.0
S4 945.8 949.5 961.3
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,114.0 1,085.8 990.0
R3 1,067.8 1,039.3 977.3
R2 1,021.3 1,021.3 973.0
R1 992.8 992.8 968.8 983.8
PP 975.0 975.0 975.0 970.5
S1 946.5 946.5 960.3 937.5
S2 928.5 928.5 956.0
S3 882.0 900.0 951.8
S4 835.8 853.8 939.0
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% 16.3 1.7% 16% False False 56,749
10 1,003.3 956.9 46.4 4.8% 17.5 1.8% 16% False False 107,132
20 1,005.6 956.9 48.7 5.0% 17.3 1.8% 15% False False 114,852
40 1,008.4 920.4 88.0 9.1% 15.3 1.6% 50% False False 105,587
60 1,008.4 894.2 114.2 11.8% 15.8 1.6% 62% False False 110,705
80 1,008.4 894.2 114.2 11.8% 14.3 1.5% 62% False False 106,199
100 1,008.4 889.0 119.4 12.4% 13.0 1.3% 63% False False 84,969
120 1,008.4 868.0 140.4 14.6% 11.0 1.1% 69% False False 70,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 988.5
2.618 979.3
1.618 973.5
1.000 970.0
0.618 968.0
HIGH 964.5
0.618 962.3
0.500 961.5
0.382 961.0
LOW 958.8
0.618 955.3
1.000 953.3
1.618 949.8
2.618 944.0
4.250 934.8
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 963.5 979.8
PP 962.5 974.8
S1 961.5 969.5

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

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