ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 987.0 986.7 -0.3 0.0% 957.1
High 993.7 991.8 -1.9 -0.2% 982.1
Low 979.4 977.8 -1.6 -0.2% 938.0
Close 986.6 989.8 3.2 0.3% 974.7
Range 14.3 14.0 -0.3 -2.1% 44.1
ATR 16.1 15.9 -0.1 -0.9% 0.0
Volume 122,941 73,877 -49,064 -39.9% 671,874
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,028.5 1,023.3 997.5
R3 1,014.5 1,009.3 993.8
R2 1,000.5 1,000.5 992.3
R1 995.3 995.3 991.0 997.8
PP 986.5 986.5 986.5 987.8
S1 981.3 981.3 988.5 983.8
S2 972.5 972.5 987.3
S3 958.5 967.3 986.0
S4 944.5 953.3 982.0
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
5 993.7 959.1 34.6 3.5% 17.3 1.8% 89% False False 113,695
10 993.7 938.0 55.7 5.6% 18.3 1.8% 93% False False 143,208
20 998.9 938.0 60.9 6.2% 17.3 1.7% 85% False False 113,040
40 1,001.6 938.0 63.6 6.4% 12.5 1.3% 81% False False 56,607
60 1,001.6 893.4 108.2 10.9% 8.8 0.9% 89% False False 37,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,051.3
2.618 1,028.5
1.618 1,014.5
1.000 1,005.8
0.618 1,000.5
HIGH 991.8
0.618 986.5
0.500 984.8
0.382 983.3
LOW 977.8
0.618 969.3
1.000 963.8
1.618 955.3
2.618 941.3
4.250 918.3
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 988.3 987.3
PP 986.5 984.8
S1 984.8 982.3

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

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