ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 988.5 994.0 5.5 0.6% 968.4
High 988.5 994.7 6.2 0.6% 986.0
Low 988.5 989.9 1.4 0.1% 968.4
Close 992.6 993.3 0.7 0.1% 990.3
Range 0.0 4.8 4.8 17.6
ATR 7.3 7.1 -0.2 -2.5% 0.0
Volume 2 28 26 1,300.0% 12
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 1,007.0 1,005.0 996.0
R3 1,002.3 1,000.3 994.5
R2 997.5 997.5 994.3
R1 995.3 995.3 993.8 994.0
PP 992.8 992.8 992.8 992.0
S1 990.5 990.5 992.8 989.3
S2 987.8 987.8 992.5
S3 983.0 985.8 992.0
S4 978.3 981.0 990.8
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
5 994.7 979.0 15.7 1.6% 3.0 0.3% 91% True False 7
10 994.7 960.6 34.1 3.4% 2.3 0.2% 96% True False 152
20 994.7 915.8 78.9 7.9% 2.0 0.2% 98% True False 78
40 994.7 893.4 101.3 10.2% 1.3 0.1% 99% True False 41
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 0.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,015.0
2.618 1,007.3
1.618 1,002.5
1.000 999.5
0.618 997.8
HIGH 994.8
0.618 992.8
0.500 992.3
0.382 991.8
LOW 990.0
0.618 987.0
1.000 985.0
1.618 982.3
2.618 977.3
4.250 969.5
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 993.0 992.3
PP 992.8 991.3
S1 992.3 990.3

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

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