ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	977.8	980.6	2.8	0.3%	981.1
High	988.0	991.0	3.0	0.3%	1,001.5
Low	973.8	970.7	-3.1	-0.3%	978.0
Close	985.9	978.8	-7.1	-0.7%	979.5
Range	14.2	20.3	6.1	43.0%	23.5
ATR	9.7	10.5	0.8	7.8%	0.0
Volume	846	428	-418	-49.4%	732

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,041.0	1,030.3	990.0
R3	1,020.8	1,010.0	984.5
R2	1,000.5	1,000.5	982.5
R1	989.8	989.8	980.8	985.0
PP	980.3	980.3	980.3	977.8
S1	969.3	969.3	977.0	964.5
S2	959.8	959.8	975.0
S3	939.5	949.0	973.3
S4	919.3	928.8	967.8

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	991.0	970.7	20.3	2.1%	11.5	1.2%	40%	True	True	371
10	1,001.6	965.0	36.6	3.7%	12.3	1.3%	38%	False	False	229
20	1,001.6	960.6	41.0	4.2%	7.3	0.7%	44%	False	False	190
40	1,001.6	893.4	108.2	11.1%	4.0	0.4%	79%	False	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,077.3
2.618	1,044.3
1.618	1,023.8
1.000	1,011.3
0.618	1,003.5
HIGH	991.0
0.618	983.3
0.500	980.8
0.382	978.5
LOW	970.8
0.618	958.3
1.000	950.5
1.618	937.8
2.618	917.5
4.250	884.5

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	980.8	980.8
PP	980.3	980.3
S1	979.5	979.5

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