ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 1,045.0 1,046.1 1.1 0.1% 1,057.0
High 1,051.8 1,051.4 -0.4 0.0% 1,062.0
Low 1,041.5 1,040.8 -0.7 -0.1% 1,040.5
Close 1,047.0 1,045.8 -1.2 -0.1% 1,045.8
Range 10.3 10.6 0.3 2.9% 21.5
ATR 11.9 11.8 -0.1 -0.8% 0.0
Volume 79,245 88,827 9,582 12.1% 370,278
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,077.8 1,072.5 1,051.8
R3 1,067.3 1,061.8 1,048.8
R2 1,056.5 1,056.5 1,047.8
R1 1,051.3 1,051.3 1,046.8 1,048.5
PP 1,046.0 1,046.0 1,046.0 1,044.8
S1 1,040.5 1,040.5 1,044.8 1,038.0
S2 1,035.5 1,035.5 1,043.8
S3 1,024.8 1,030.0 1,043.0
S4 1,014.3 1,019.5 1,040.0
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,114.0 1,101.3 1,057.5
R3 1,092.5 1,079.8 1,051.8
R2 1,071.0 1,071.0 1,049.8
R1 1,058.3 1,058.3 1,047.8 1,054.0
PP 1,049.5 1,049.5 1,049.5 1,047.3
S1 1,036.8 1,036.8 1,043.8 1,032.5
S2 1,028.0 1,028.0 1,041.8
S3 1,006.5 1,015.3 1,040.0
S4 985.0 993.8 1,034.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,062.0 1,040.5 21.5 2.1% 10.3 1.0% 25% False False 74,055
10 1,062.0 1,035.8 26.2 2.5% 10.5 1.0% 38% False False 78,292
20 1,062.0 1,031.3 30.7 2.9% 11.0 1.1% 47% False False 78,313
40 1,062.0 938.0 124.0 11.9% 13.3 1.3% 87% False False 106,014
60 1,062.0 938.0 124.0 11.9% 12.8 1.2% 87% False False 73,058
80 1,062.0 903.4 158.6 15.2% 10.0 1.0% 90% False False 54,812
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 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,096.5
2.618 1,079.3
1.618 1,068.5
1.000 1,062.0
0.618 1,058.0
HIGH 1,051.5
0.618 1,047.3
0.500 1,046.0
0.382 1,044.8
LOW 1,040.8
0.618 1,034.3
1.000 1,030.3
1.618 1,023.8
2.618 1,013.0
4.250 995.8
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 1,046.0 1,046.3
PP 1,046.0 1,046.0
S1 1,046.0 1,046.0

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

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