ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 1,007.9 1,016.5 8.6 0.9% 973.5
High 1,017.5 1,024.0 6.5 0.6% 1,004.3
Low 1,006.6 1,012.8 6.2 0.6% 970.6
Close 1,016.1 1,018.7 2.6 0.3% 1,003.1
Range 10.9 11.2 0.3 2.8% 33.7
ATR 15.0 14.7 -0.3 -1.8% 0.0
Volume 87,204 100,802 13,598 15.6% 414,311
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,052.0 1,046.5 1,024.8
R3 1,041.0 1,035.5 1,021.8
R2 1,029.8 1,029.8 1,020.8
R1 1,024.3 1,024.3 1,019.8 1,027.0
PP 1,018.5 1,018.5 1,018.5 1,020.0
S1 1,013.0 1,013.0 1,017.8 1,015.8
S2 1,007.3 1,007.3 1,016.8
S3 996.0 1,001.8 1,015.5
S4 985.0 990.5 1,012.5
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,093.8 1,082.3 1,021.8
R3 1,060.0 1,048.5 1,012.3
R2 1,026.3 1,026.3 1,009.3
R1 1,014.8 1,014.8 1,006.3 1,020.5
PP 992.8 992.8 992.8 995.5
S1 981.0 981.0 1,000.0 986.8
S2 959.0 959.0 997.0
S3 925.3 947.3 993.8
S4 891.5 913.8 984.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,024.0 977.8 46.2 4.5% 12.0 1.2% 89% True False 90,681
10 1,024.0 952.0 72.0 7.1% 14.8 1.4% 93% True False 105,510
20 1,024.0 938.0 86.0 8.4% 16.8 1.6% 94% True False 131,341
40 1,024.0 938.0 86.0 8.4% 13.5 1.3% 94% True False 66,071
60 1,024.0 893.4 130.6 12.8% 9.5 0.9% 96% True False 44,073
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,071.5
2.618 1,053.3
1.618 1,042.0
1.000 1,035.3
0.618 1,031.0
HIGH 1,024.0
0.618 1,019.8
0.500 1,018.5
0.382 1,017.0
LOW 1,012.8
0.618 1,006.0
1.000 1,001.5
1.618 994.8
2.618 983.5
4.250 965.3
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 1,018.5 1,017.0
PP 1,018.5 1,015.0
S1 1,018.5 1,013.3

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

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