ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 979.0 986.0 7.0 0.7% 968.4
High 984.4 986.0 1.6 0.2% 986.0
Low 979.0 986.0 7.0 0.7% 968.4
Close 980.4 990.3 9.9 1.0% 990.3
Range 5.4 0.0 -5.4 -100.0% 17.6
ATR 7.9 7.7 -0.2 -2.1% 0.0
Volume 3 3 0 0.0% 12
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 987.5 988.8 990.3
R3 987.5 988.8 990.3
R2 987.5 987.5 990.3
R1 988.8 988.8 990.3 988.3
PP 987.5 987.5 987.5 987.0
S1 988.8 988.8 990.3 988.3
S2 987.5 987.5 990.3
S3 987.5 988.8 990.3
S4 987.5 988.8 990.3
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,034.3 1,030.0 1,000.0
R3 1,016.8 1,012.3 995.3
R2 999.3 999.3 993.5
R1 994.8 994.8 992.0 997.0
PP 981.5 981.5 981.5 982.8
S1 977.3 977.3 988.8 979.3
S2 964.0 964.0 987.0
S3 946.3 959.5 985.5
S4 928.8 942.0 980.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 986.0 968.4 17.6 1.8% 2.3 0.2% 124% True False 2
10 986.0 954.0 32.0 3.2% 1.8 0.2% 113% True False 149
20 986.0 909.0 77.0 7.8% 1.8 0.2% 106% True False 77
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 986.0
2.618 986.0
1.618 986.0
1.000 986.0
0.618 986.0
HIGH 986.0
0.618 986.0
0.500 986.0
0.382 986.0
LOW 986.0
0.618 986.0
1.000 986.0
1.618 986.0
2.618 986.0
4.250 986.0
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 988.8 987.8
PP 987.5 985.0
S1 986.0 982.5

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

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