ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 987.0 977.8 -9.2 -0.9% 981.1
High 989.6 988.0 -1.6 -0.2% 1,001.5
Low 978.0 973.8 -4.2 -0.4% 978.0
Close 979.5 985.9 6.4 0.7% 979.5
Range 11.6 14.2 2.6 22.4% 23.5
ATR 9.3 9.7 0.3 3.7% 0.0
Volume 120 846 726 605.0% 732
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,025.3 1,019.8 993.8
R3 1,011.0 1,005.5 989.8
R2 996.8 996.8 988.5
R1 991.3 991.3 987.3 994.0
PP 982.5 982.5 982.5 984.0
S1 977.3 977.3 984.5 979.8
S2 968.3 968.3 983.3
S3 954.3 963.0 982.0
S4 940.0 948.8 978.0
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,056.8 1,041.8 992.5
R3 1,033.3 1,018.3 986.0
R2 1,009.8 1,009.8 983.8
R1 994.8 994.8 981.8 990.5
PP 986.3 986.3 986.3 984.3
S1 971.3 971.3 977.3 967.0
S2 962.8 962.8 975.3
S3 939.3 947.8 973.0
S4 915.8 924.3 966.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.5 973.8 27.7 2.8% 10.0 1.0% 44% False True 298
10 1,001.6 965.0 36.6 3.7% 10.8 1.1% 57% False False 189
20 1,001.6 960.1 41.5 4.2% 6.3 0.6% 62% False False 169
40 1,001.6 893.4 108.2 11.0% 3.5 0.4% 85% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,048.3
2.618 1,025.3
1.618 1,011.0
1.000 1,002.3
0.618 996.8
HIGH 988.0
0.618 982.5
0.500 981.0
0.382 979.3
LOW 973.8
0.618 965.0
1.000 959.5
1.618 950.8
2.618 936.5
4.250 913.5
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 984.3 984.5
PP 982.5 983.3
S1 981.0 982.0

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

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