ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 981.5 978.8 -2.7 -0.3% 988.5
High 981.5 980.2 -1.3 -0.1% 1,001.6
Low 965.0 971.4 6.4 0.7% 965.0
Close 980.4 981.1 0.7 0.1% 981.1
Range 16.5 8.8 -7.7 -46.7% 36.6
ATR 9.1 9.1 0.0 -0.1% 0.0
Volume 83 83 0 0.0% 318
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,004.0 1,001.3 986.0
R3 995.3 992.5 983.5
R2 986.3 986.3 982.8
R1 983.8 983.8 982.0 985.0
PP 977.5 977.5 977.5 978.3
S1 975.0 975.0 980.3 976.3
S2 968.8 968.8 979.5
S3 960.0 966.3 978.8
S4 951.3 957.3 976.3
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,092.3 1,073.3 1,001.3
R3 1,055.8 1,036.8 991.3
R2 1,019.3 1,019.3 987.8
R1 1,000.3 1,000.3 984.5 991.3
PP 982.5 982.5 982.5 978.3
S1 963.5 963.5 977.8 954.8
S2 946.0 946.0 974.5
S3 909.3 927.0 971.0
S4 872.8 890.3 961.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.6 965.0 36.6 3.7% 11.3 1.2% 44% False False 63
10 1,001.6 965.0 36.6 3.7% 6.8 0.7% 44% False False 33
20 1,001.6 915.8 85.8 8.7% 4.5 0.5% 76% False False 91
40 1,001.6 893.4 108.2 11.0% 2.8 0.3% 81% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,017.5
2.618 1,003.3
1.618 994.5
1.000 989.0
0.618 985.8
HIGH 980.3
0.618 976.8
0.500 975.8
0.382 974.8
LOW 971.5
0.618 966.0
1.000 962.5
1.618 957.3
2.618 948.3
4.250 934.0
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 979.3 983.3
PP 977.5 982.5
S1 975.8 981.8

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

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