ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 986.0 988.5 2.5 0.3% 968.4
High 986.0 988.5 2.5 0.3% 986.0
Low 986.0 988.5 2.5 0.3% 968.4
Close 990.3 992.6 2.3 0.2% 990.3
Range
ATR 7.7 7.3 -0.4 -5.5% 0.0
Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 989.8 991.3 992.5
R3 989.8 991.3 992.5
R2 989.8 989.8 992.5
R1 991.3 991.3 992.5 990.5
PP 989.8 989.8 989.8 989.5
S1 991.3 991.3 992.5 990.5
S2 989.8 989.8 992.5
S3 989.8 991.3 992.5
S4 989.8 991.3 992.5
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
5 988.5 978.2 10.3 1.0% 2.3 0.2% 140% True False 2
10 988.5 960.1 28.4 2.9% 1.8 0.2% 114% True False 149
20 988.5 915.8 72.7 7.3% 1.8 0.2% 106% True False 77
40 988.5 893.4 95.1 9.6% 1.3 0.1% 104% True False 40
Crabel Price Patterns
NR False
NR4 False
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
Fibonacci Retracements and Extensions
4.250 988.5
2.618 988.5
1.618 988.5
1.000 988.5
0.618 988.5
HIGH 988.5
0.618 988.5
0.500 988.5
0.382 988.5
LOW 988.5
0.618 988.5
1.000 988.5
1.618 988.5
2.618 988.5
4.250 988.5
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 991.3 989.8
PP 989.8 986.8
S1 988.5 983.8

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

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