ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 987.3 976.7 -10.6 -1.1% 984.1
High 987.3 989.4 2.1 0.2% 989.2
Low 974.7 976.0 1.3 0.1% 958.7
Close 976.3 985.7 9.4 1.0% 976.3
Range 12.6 13.4 0.8 6.3% 30.5
ATR 13.4 13.4 0.0 0.0% 0.0
Volume 148,586 198,094 49,508 33.3% 288,403
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,024.0 1,018.3 993.0
R3 1,010.5 1,004.8 989.5
R2 997.0 997.0 988.3
R1 991.5 991.5 987.0 994.3
PP 983.8 983.8 983.8 985.0
S1 978.0 978.0 984.5 980.8
S2 970.3 970.3 983.3
S3 957.0 964.5 982.0
S4 943.5 951.3 978.3
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,066.3 1,051.8 993.0
R3 1,035.8 1,021.3 984.8
R2 1,005.3 1,005.3 982.0
R1 990.8 990.8 979.0 982.8
PP 974.8 974.8 974.8 970.8
S1 960.3 960.3 973.5 952.3
S2 944.3 944.3 970.8
S3 913.8 929.8 968.0
S4 883.3 899.3 959.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 989.4 958.7 30.7 3.1% 18.8 1.9% 88% True False 96,107
10 991.0 958.7 32.3 3.3% 16.5 1.7% 84% False False 48,769
20 1,001.6 958.7 42.9 4.4% 13.8 1.4% 63% False False 24,479
40 1,001.6 915.8 85.8 8.7% 7.8 0.8% 81% False False 12,278
60 1,001.6 893.4 108.2 11.0% 5.3 0.5% 85% False False 8,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,046.3
2.618 1,024.5
1.618 1,011.0
1.000 1,002.8
0.618 997.8
HIGH 989.5
0.618 984.3
0.500 982.8
0.382 981.0
LOW 976.0
0.618 967.8
1.000 962.5
1.618 954.3
2.618 941.0
4.250 919.0
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 984.8 981.8
PP 983.8 978.0
S1 982.8 974.0

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

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