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

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