ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 975.5 973.5 -2.0 -0.2% 957.1
High 982.1 991.7 9.6 1.0% 982.1
Low 963.7 970.6 6.9 0.7% 938.0
Close 974.7 985.6 10.9 1.1% 974.7
Range 18.4 21.1 2.7 14.7% 44.1
ATR 15.8 16.2 0.4 2.4% 0.0
Volume 141,511 121,636 -19,875 -14.0% 671,874
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,046.0 1,036.8 997.3
R3 1,024.8 1,015.8 991.5
R2 1,003.8 1,003.8 989.5
R1 994.8 994.8 987.5 999.3
PP 982.8 982.8 982.8 985.0
S1 973.5 973.5 983.8 978.0
S2 961.5 961.5 981.8
S3 940.5 952.5 979.8
S4 919.3 931.3 974.0
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
5 991.7 942.1 49.6 5.0% 17.8 1.8% 88% True False 119,817
10 998.9 938.0 60.9 6.2% 18.8 1.9% 78% False False 157,689
20 998.9 938.0 60.9 6.2% 17.8 1.8% 78% False False 103,229
40 1,001.6 938.0 63.6 6.5% 12.0 1.2% 75% False False 51,699
60 1,001.6 893.4 108.2 11.0% 8.3 0.8% 85% False False 34,467
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 3.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,081.5
2.618 1,047.0
1.618 1,025.8
1.000 1,012.8
0.618 1,004.8
HIGH 991.8
0.618 983.8
0.500 981.3
0.382 978.8
LOW 970.5
0.618 957.5
1.000 949.5
1.618 936.5
2.618 915.3
4.250 881.0
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 984.0 982.3
PP 982.8 978.8
S1 981.3 975.5

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

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