ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 994.0 996.0 2.0 0.2% 968.4
High 994.7 1,001.6 6.9 0.7% 986.0
Low 989.9 975.2 -14.7 -1.5% 968.4
Close 993.3 978.9 -14.4 -1.4% 990.3
Range 4.8 26.4 21.6 450.0% 17.6
ATR 7.1 8.5 1.4 19.3% 0.0
Volume 28 122 94 335.7% 12
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 1,064.5 1,048.0 993.5
R3 1,038.0 1,021.8 986.3
R2 1,011.8 1,011.8 983.8
R1 995.3 995.3 981.3 990.3
PP 985.3 985.3 985.3 982.8
S1 968.8 968.8 976.5 963.8
S2 958.8 958.8 974.0
S3 932.5 942.5 971.8
S4 906.0 916.0 964.5
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 1,001.6 975.2 26.4 2.7% 7.3 0.7% 14% True True 31
10 1,001.6 961.9 39.7 4.1% 4.5 0.5% 43% True False 115
20 1,001.6 915.8 85.8 8.8% 3.3 0.3% 74% True False 84
40 1,001.6 893.4 108.2 11.1% 2.0 0.2% 79% True False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1,113.8
2.618 1,070.8
1.618 1,044.3
1.000 1,028.0
0.618 1,018.0
HIGH 1,001.5
0.618 991.5
0.500 988.5
0.382 985.3
LOW 975.3
0.618 959.0
1.000 948.8
1.618 932.5
2.618 906.0
4.250 863.0
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 988.5 988.5
PP 985.3 985.3
S1 982.0 982.0

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

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