ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
27-May-2013 28-May-2013 Change Change % Previous Week
Open 981.1 990.0 8.9 0.9% 988.5
High 981.1 1,001.5 20.4 2.1% 1,001.6
Low 981.1 988.0 6.9 0.7% 965.0
Close 981.1 990.0 8.9 0.9% 981.1
Range 0.0 13.5 13.5 36.6
ATR 8.4 9.3 0.9 10.1% 0.0
Volume 87 60 -27 -31.0% 318
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1,033.8 1,025.3 997.5
R3 1,020.3 1,011.8 993.8
R2 1,006.8 1,006.8 992.5
R1 998.3 998.3 991.3 996.8
PP 993.3 993.3 993.3 992.5
S1 984.8 984.8 988.8 983.3
S2 979.8 979.8 987.5
S3 966.3 971.3 986.3
S4 952.8 957.8 982.5
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% 13.0 1.3% 68% False False 87
10 1,001.6 965.0 36.6 3.7% 8.0 0.8% 68% False False 47
20 1,001.6 915.8 85.8 8.7% 5.3 0.5% 86% False False 99
40 1,001.6 893.4 108.2 10.9% 3.0 0.3% 89% False False 51
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 1.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,059.0
2.618 1,036.8
1.618 1,023.3
1.000 1,015.0
0.618 1,009.8
HIGH 1,001.5
0.618 996.3
0.500 994.8
0.382 993.3
LOW 988.0
0.618 979.8
1.000 974.5
1.618 966.3
2.618 952.8
4.250 930.5
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 994.8 988.8
PP 993.3 987.8
S1 991.5 986.5

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

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