ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 987.5 987.0 -0.5 -0.1% 981.1
High 990.0 989.6 -0.4 0.0% 1,001.5
Low 986.6 978.0 -8.6 -0.9% 978.0
Close 989.4 979.5 -9.9 -1.0% 979.5
Range 3.4 11.6 8.2 241.2% 23.5
ATR 9.2 9.3 0.2 1.9% 0.0
Volume 298 120 -178 -59.7% 732
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,017.3 1,010.0 986.0
R3 1,005.5 998.3 982.8
R2 994.0 994.0 981.8
R1 986.8 986.8 980.5 984.5
PP 982.3 982.3 982.3 981.3
S1 975.3 975.3 978.5 973.0
S2 970.8 970.8 977.3
S3 959.3 963.5 976.3
S4 947.5 952.0 973.0
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,056.8 1,041.8 992.5
R3 1,033.3 1,018.3 986.0
R2 1,009.8 1,009.8 983.8
R1 994.8 994.8 981.8 990.5
PP 986.3 986.3 986.3 984.3
S1 971.3 971.3 977.3 967.0
S2 962.8 962.8 975.3
S3 939.3 947.8 973.0
S4 915.8 924.3 966.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.5 978.0 23.5 2.4% 7.3 0.7% 6% False True 146
10 1,001.6 965.0 36.6 3.7% 9.3 0.9% 40% False False 105
20 1,001.6 954.0 47.6 4.9% 5.5 0.6% 54% False False 127
40 1,001.6 893.4 108.2 11.0% 3.3 0.3% 80% False False 66
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 1.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,039.0
2.618 1,020.0
1.618 1,008.3
1.000 1,001.3
0.618 996.8
HIGH 989.5
0.618 985.3
0.500 983.8
0.382 982.5
LOW 978.0
0.618 970.8
1.000 966.5
1.618 959.3
2.618 947.8
4.250 928.8
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 983.8 984.0
PP 982.3 982.5
S1 981.0 981.0

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

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