ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 959.7 975.5 15.8 1.6% 957.1
High 978.0 982.1 4.1 0.4% 982.1
Low 959.1 963.7 4.6 0.5% 938.0
Close 976.5 974.7 -1.8 -0.2% 974.7
Range 18.9 18.4 -0.5 -2.6% 44.1
ATR 15.7 15.8 0.2 1.3% 0.0
Volume 108,512 141,511 32,999 30.4% 671,874
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,028.8 1,020.0 984.8
R3 1,010.3 1,001.8 979.8
R2 992.0 992.0 978.0
R1 983.3 983.3 976.5 978.5
PP 973.5 973.5 973.5 971.0
S1 965.0 965.0 973.0 960.0
S2 955.0 955.0 971.3
S3 936.8 946.5 969.8
S4 918.3 928.0 964.5
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,097.3 1,080.0 999.0
R3 1,053.3 1,036.0 986.8
R2 1,009.0 1,009.0 982.8
R1 991.8 991.8 978.8 1,000.5
PP 965.0 965.0 965.0 969.3
S1 947.8 947.8 970.8 956.3
S2 920.8 920.8 966.5
S3 876.8 903.8 962.5
S4 832.8 859.5 950.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.1 938.0 44.1 4.5% 17.8 1.8% 83% True False 134,374
10 998.9 938.0 60.9 6.2% 18.0 1.8% 60% False False 165,335
20 998.9 938.0 60.9 6.2% 17.3 1.8% 60% False False 97,190
40 1,001.6 938.0 63.6 6.5% 11.5 1.2% 58% False False 48,658
60 1,001.6 893.4 108.2 11.1% 8.0 0.8% 75% False False 32,440
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.3
2.618 1,030.3
1.618 1,011.8
1.000 1,000.5
0.618 993.5
HIGH 982.0
0.618 975.0
0.500 973.0
0.382 970.8
LOW 963.8
0.618 952.3
1.000 945.3
1.618 934.0
2.618 915.5
4.250 885.5
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 974.0 972.3
PP 973.5 969.5
S1 973.0 967.0

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

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