ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 968.4 978.2 9.8 1.0% 954.0
High 968.4 979.0 10.6 1.1% 967.1
Low 968.4 978.2 9.8 1.0% 954.0
Close 968.4 980.7 12.3 1.3% 969.5
Range 0.0 0.8 0.8 13.1
ATR 8.1 8.3 0.2 2.2% 0.0
Volume 0 3 3 1,485
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 981.8 982.0 981.3
R3 981.0 981.3 981.0
R2 980.0 980.0 980.8
R1 980.5 980.5 980.8 980.3
PP 979.3 979.3 979.3 979.3
S1 979.5 979.5 980.8 979.5
S2 978.5 978.5 980.5
S3 977.8 978.8 980.5
S4 977.0 978.0 980.3
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
5 979.0 960.6 18.4 1.9% 1.5 0.2% 109% True False 297
10 979.0 915.8 63.2 6.4% 2.3 0.2% 103% True False 151
20 979.0 893.4 85.6 8.7% 1.3 0.1% 102% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 982.5
2.618 981.0
1.618 980.3
1.000 979.8
0.618 979.5
HIGH 979.0
0.618 978.8
0.500 978.5
0.382 978.5
LOW 978.3
0.618 977.8
1.000 977.5
1.618 977.0
2.618 976.0
4.250 974.8
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 980.0 977.8
PP 979.3 974.8
S1 978.5 971.8

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

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