ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 1,044.8 1,056.8 12.0 1.1% 1,047.1
High 1,059.6 1,058.6 -1.0 -0.1% 1,059.6
Low 1,043.8 1,051.6 7.8 0.7% 1,035.8
Close 1,056.7 1,057.9 1.2 0.1% 1,057.9
Range 15.8 7.0 -8.8 -55.7% 23.8
ATR 12.8 12.4 -0.4 -3.2% 0.0
Volume 90,408 61,756 -28,652 -31.7% 412,648
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,077.0 1,074.5 1,061.8
R3 1,070.0 1,067.5 1,059.8
R2 1,063.0 1,063.0 1,059.3
R1 1,060.5 1,060.5 1,058.5 1,061.8
PP 1,056.0 1,056.0 1,056.0 1,056.8
S1 1,053.5 1,053.5 1,057.3 1,054.8
S2 1,049.0 1,049.0 1,056.5
S3 1,042.0 1,046.5 1,056.0
S4 1,035.0 1,039.5 1,054.0
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,122.5 1,114.0 1,071.0
R3 1,098.8 1,090.3 1,064.5
R2 1,075.0 1,075.0 1,062.3
R1 1,066.5 1,066.5 1,060.0 1,070.8
PP 1,051.0 1,051.0 1,051.0 1,053.3
S1 1,042.5 1,042.5 1,055.8 1,046.8
S2 1,027.3 1,027.3 1,053.5
S3 1,003.5 1,018.8 1,051.3
S4 979.8 995.0 1,044.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,059.6 1,035.8 23.8 2.2% 10.8 1.0% 93% False False 82,529
10 1,059.6 1,035.8 23.8 2.2% 11.8 1.1% 93% False False 81,207
20 1,059.6 1,002.6 57.0 5.4% 10.8 1.0% 97% False False 82,702
40 1,059.6 938.0 121.6 11.5% 14.0 1.3% 99% False False 100,261
60 1,059.6 938.0 121.6 11.5% 12.3 1.2% 99% False False 66,895
80 1,059.6 893.4 166.2 15.7% 9.5 0.9% 99% False False 50,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,088.3
2.618 1,077.0
1.618 1,070.0
1.000 1,065.5
0.618 1,063.0
HIGH 1,058.5
0.618 1,056.0
0.500 1,055.0
0.382 1,054.3
LOW 1,051.5
0.618 1,047.3
1.000 1,044.5
1.618 1,040.3
2.618 1,033.3
4.250 1,021.8
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 1,057.0 1,055.5
PP 1,056.0 1,053.3
S1 1,055.0 1,050.8

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

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