ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 1,052.1 1,050.0 -2.1 -0.2% 1,057.0
High 1,057.0 1,052.2 -4.8 -0.5% 1,062.0
Low 1,043.4 1,044.6 1.2 0.1% 1,040.5
Close 1,050.2 1,045.6 -4.6 -0.4% 1,045.8
Range 13.6 7.6 -6.0 -44.1% 21.5
ATR 12.3 12.0 -0.3 -2.7% 0.0
Volume 84,725 81,160 -3,565 -4.2% 370,278
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,070.3 1,065.5 1,049.8
R3 1,062.8 1,058.0 1,047.8
R2 1,055.0 1,055.0 1,047.0
R1 1,050.3 1,050.3 1,046.3 1,049.0
PP 1,047.5 1,047.5 1,047.5 1,046.8
S1 1,042.8 1,042.8 1,045.0 1,041.3
S2 1,039.8 1,039.8 1,044.3
S3 1,032.3 1,035.3 1,043.5
S4 1,024.8 1,027.5 1,041.5
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 1,057.0 1,036.1 20.9 2.0% 12.0 1.1% 45% False False 82,236
10 1,062.0 1,036.1 25.9 2.5% 11.3 1.1% 37% False False 76,555
20 1,062.0 1,035.8 26.2 2.5% 11.5 1.1% 37% False False 78,673
40 1,062.0 938.0 124.0 11.9% 13.0 1.3% 87% False False 99,127
60 1,062.0 938.0 124.0 11.9% 13.5 1.3% 87% False False 77,109
80 1,062.0 915.8 146.2 14.0% 10.5 1.0% 89% False False 57,851
100 1,062.0 893.4 168.6 16.1% 8.5 0.8% 90% False False 46,282
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 3.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,084.5
2.618 1,072.0
1.618 1,064.5
1.000 1,059.8
0.618 1,057.0
HIGH 1,052.3
0.618 1,049.3
0.500 1,048.5
0.382 1,047.5
LOW 1,044.5
0.618 1,040.0
1.000 1,037.0
1.618 1,032.3
2.618 1,024.8
4.250 1,012.3
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 1,048.5 1,046.5
PP 1,047.5 1,046.3
S1 1,046.5 1,046.0

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

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