ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 964.5 961.9 -2.6 -0.3% 935.9
High 964.9 961.9 -3.0 -0.3% 953.2
Low 960.6 961.9 1.3 0.1% 915.8
Close 965.1 961.9 -3.2 -0.3% 947.4
Range 4.3 0.0 -4.3 -100.0% 37.4
ATR 9.4 8.9 -0.4 -4.7% 0.0
Volume 494 494 0 0.0% 24
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 962.0 962.0 962.0
R3 962.0 962.0 962.0
R2 962.0 962.0 962.0
R1 962.0 962.0 962.0 962.0
PP 962.0 962.0 962.0 962.0
S1 962.0 962.0 962.0 962.0
S2 962.0 962.0 962.0
S3 962.0 962.0 962.0
S4 962.0 962.0 962.0
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
5 964.9 953.2 11.7 1.2% 0.8 0.1% 74% False False 199
10 964.9 915.8 49.1 5.1% 1.8 0.2% 94% False False 102
20 964.9 893.4 71.5 7.4% 1.0 0.1% 96% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 962.0
2.618 962.0
1.618 962.0
1.000 962.0
0.618 962.0
HIGH 962.0
0.618 962.0
0.500 962.0
0.382 962.0
LOW 962.0
0.618 962.0
1.000 962.0
1.618 962.0
2.618 962.0
4.250 962.0
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 962.0 962.5
PP 962.0 962.3
S1 962.0 962.0

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

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