ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 961.9 964.4 2.5 0.3% 954.0
High 961.9 967.1 5.2 0.5% 967.1
Low 961.9 964.4 2.5 0.3% 954.0
Close 961.9 969.5 7.6 0.8% 969.5
Range 0.0 2.7 2.7 13.1
ATR 8.9 8.7 -0.3 -3.0% 0.0
Volume 494 494 0 0.0% 1,485
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 975.0 975.0 971.0
R3 972.5 972.3 970.3
R2 969.8 969.8 970.0
R1 969.5 969.5 969.8 969.8
PP 967.0 967.0 967.0 967.0
S1 967.0 967.0 969.3 967.0
S2 964.3 964.3 969.0
S3 961.5 964.3 968.8
S4 959.0 961.5 968.0
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,002.8 999.3 976.8
R3 989.8 986.3 973.0
R2 976.8 976.8 972.0
R1 973.0 973.0 970.8 974.8
PP 963.5 963.5 963.5 964.5
S1 960.0 960.0 968.3 961.8
S2 950.5 950.5 967.0
S3 937.3 946.8 966.0
S4 924.3 933.8 962.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 967.1 954.0 13.1 1.4% 1.5 0.1% 118% True False 297
10 967.1 915.8 51.3 5.3% 2.0 0.2% 105% True False 150
20 967.1 893.4 73.7 7.6% 1.3 0.1% 103% True False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 978.5
2.618 974.3
1.618 971.5
1.000 969.8
0.618 968.8
HIGH 967.0
0.618 966.0
0.500 965.8
0.382 965.5
LOW 964.5
0.618 962.8
1.000 961.8
1.618 960.0
2.618 957.3
4.250 953.0
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 968.3 967.5
PP 967.0 965.8
S1 965.8 963.8

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

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