ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 27-May-2013
Day Change Summary
Previous Current
24-May-2013 27-May-2013 Change Change % Previous Week
Open 978.8 981.1 2.3 0.2% 988.5
High 980.2 981.1 0.9 0.1% 1,001.6
Low 971.4 981.1 9.7 1.0% 965.0
Close 981.1 981.1 0.0 0.0% 981.1
Range 8.8 0.0 -8.8 -100.0% 36.6
ATR 9.1 8.4 -0.6 -7.1% 0.0
Volume 83 87 4 4.8% 318
Daily Pivots for day following 27-May-2013
Classic Woodie Camarilla DeMark
R4 981.0 981.0 981.0
R3 981.0 981.0 981.0
R2 981.0 981.0 981.0
R1 981.0 981.0 981.0 981.0
PP 981.0 981.0 981.0 981.0
S1 981.0 981.0 981.0 981.0
S2 981.0 981.0 981.0
S3 981.0 981.0 981.0
S4 981.0 981.0 981.0
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 80
10 1,001.6 965.0 36.6 3.7% 6.8 0.7% 44% False False 41
20 1,001.6 915.8 85.8 8.7% 4.5 0.5% 76% False False 96
40 1,001.6 893.4 108.2 11.0% 2.8 0.3% 81% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 981.0
2.618 981.0
1.618 981.0
1.000 981.0
0.618 981.0
HIGH 981.0
0.618 981.0
0.500 981.0
0.382 981.0
LOW 981.0
0.618 981.0
1.000 981.0
1.618 981.0
2.618 981.0
4.250 981.0
Fisher Pivots for day following 27-May-2013
Pivot 1 day 3 day
R1 981.0 978.5
PP 981.0 975.8
S1 981.0 973.3

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

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