ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 909.0 920.0 11.0 1.2% 895.3
High 909.0 920.0 11.0 1.2% 903.4
Low 909.0 917.3 8.3 0.9% 893.4
Close 908.2 923.3 15.1 1.7% 903.4
Range 0.0 2.7 2.7 10.0
ATR 8.7 8.9 0.2 2.5% 0.0
Volume 1 5 4 400.0% 5
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 928.3 928.5 924.8
R3 925.5 925.8 924.0
R2 923.0 923.0 923.8
R1 923.0 923.0 923.5 923.0
PP 920.3 920.3 920.3 920.3
S1 920.5 920.5 923.0 920.3
S2 917.5 917.5 922.8
S3 914.8 917.8 922.5
S4 912.0 915.0 921.8
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 930.0 926.8 909.0
R3 920.0 916.8 906.3
R2 910.0 910.0 905.3
R1 906.8 906.8 904.3 908.5
PP 900.0 900.0 900.0 901.0
S1 896.8 896.8 902.5 898.5
S2 890.0 890.0 901.5
S3 880.0 886.8 900.8
S4 870.0 876.8 898.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 920.0 893.4 26.6 2.9% 0.5 0.1% 112% True False 1
10 939.5 893.4 46.1 5.0% 0.3 0.0% 65% False False 1
20 944.9 893.4 51.5 5.6% 0.8 0.1% 58% False False 3
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 0.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 931.5
2.618 927.0
1.618 924.3
1.000 922.8
0.618 921.8
HIGH 920.0
0.618 919.0
0.500 918.8
0.382 918.3
LOW 917.3
0.618 915.8
1.000 914.5
1.618 913.0
2.618 910.3
4.250 905.8
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 921.8 919.5
PP 920.3 915.5
S1 918.8 911.8

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

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