ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 960.1 964.5 4.4 0.5% 935.9
High 960.1 964.9 4.8 0.5% 953.2
Low 960.1 960.6 0.5 0.1% 915.8
Close 961.0 965.1 4.1 0.4% 947.4
Range 0.0 4.3 4.3 37.4
ATR 9.8 9.4 -0.4 -4.0% 0.0
Volume 3 494 491 16,366.7% 24
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 976.5 975.0 967.5
R3 972.3 970.8 966.3
R2 967.8 967.8 966.0
R1 966.5 966.5 965.5 967.3
PP 963.5 963.5 963.5 964.0
S1 962.3 962.3 964.8 962.8
S2 959.3 959.3 964.3
S3 955.0 957.8 964.0
S4 950.8 953.5 962.8
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,051.0 1,036.5 968.0
R3 1,013.5 999.3 957.8
R2 976.3 976.3 954.3
R1 961.8 961.8 950.8 969.0
PP 938.8 938.8 938.8 942.5
S1 924.5 924.5 944.0 931.5
S2 901.5 901.5 940.5
S3 864.0 887.0 937.0
S4 826.5 849.5 926.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964.9 915.8 49.1 5.1% 3.8 0.4% 100% True False 102
10 964.9 915.8 49.1 5.1% 1.8 0.2% 100% True False 53
20 964.9 893.4 71.5 7.4% 1.0 0.1% 100% True False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 983.3
2.618 976.3
1.618 971.8
1.000 969.3
0.618 967.5
HIGH 965.0
0.618 963.3
0.500 962.8
0.382 962.3
LOW 960.5
0.618 958.0
1.000 956.3
1.618 953.8
2.618 949.3
4.250 942.3
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 964.3 963.3
PP 963.5 961.3
S1 962.8 959.5

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

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