ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 978.2 985.4 7.2 0.7% 954.0
High 979.0 985.4 6.4 0.7% 967.1
Low 978.2 980.0 1.8 0.2% 954.0
Close 980.7 982.4 1.7 0.2% 969.5
Range 0.8 5.4 4.6 575.0% 13.1
ATR 8.3 8.1 -0.2 -2.5% 0.0
Volume 3 3 0 0.0% 1,485
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 998.8 996.0 985.3
R3 993.5 990.5 984.0
R2 988.0 988.0 983.5
R1 985.3 985.3 983.0 984.0
PP 982.5 982.5 982.5 982.0
S1 979.8 979.8 982.0 978.5
S2 977.3 977.3 981.5
S3 971.8 974.5 981.0
S4 966.5 969.0 979.5
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
5 985.4 961.9 23.5 2.4% 1.8 0.2% 87% True False 198
10 985.4 915.8 69.6 7.1% 2.8 0.3% 96% True False 150
20 985.4 893.4 92.0 9.4% 1.5 0.2% 97% True False 76
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1,008.3
2.618 999.5
1.618 994.3
1.000 990.8
0.618 988.8
HIGH 985.5
0.618 983.3
0.500 982.8
0.382 982.0
LOW 980.0
0.618 976.8
1.000 974.5
1.618 971.3
2.618 965.8
4.250 957.0
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 982.8 980.5
PP 982.5 978.8
S1 982.5 977.0

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

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