ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1,026.5 1,021.0 -5.5 -0.5% 1,045.1
High 1,029.3 1,024.1 -5.2 -0.5% 1,057.0
Low 1,019.4 1,011.2 -8.2 -0.8% 1,019.4
Close 1,021.0 1,012.4 -8.6 -0.8% 1,021.0
Range 9.9 12.9 3.0 30.3% 37.6
ATR 12.5 12.5 0.0 0.2% 0.0
Volume 77,954 91,721 13,767 17.7% 457,169
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,054.5 1,046.5 1,019.5
R3 1,041.8 1,033.5 1,016.0
R2 1,028.8 1,028.8 1,014.8
R1 1,020.5 1,020.5 1,013.5 1,018.3
PP 1,016.0 1,016.0 1,016.0 1,014.8
S1 1,007.8 1,007.8 1,011.3 1,005.3
S2 1,003.0 1,003.0 1,010.0
S3 990.0 994.8 1,008.8
S4 977.3 982.0 1,005.3
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,145.3 1,120.8 1,041.8
R3 1,107.8 1,083.3 1,031.3
R2 1,070.0 1,070.0 1,028.0
R1 1,045.5 1,045.5 1,024.5 1,039.0
PP 1,032.5 1,032.5 1,032.5 1,029.3
S1 1,008.0 1,008.0 1,017.5 1,001.5
S2 994.8 994.8 1,014.0
S3 957.3 970.3 1,010.8
S4 919.8 932.8 1,000.3
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 1,011.2 45.8 4.5% 13.0 1.3% 3% False True 94,333
10 1,061.3 1,011.2 50.1 4.9% 12.8 1.3% 2% False True 86,840
20 1,062.0 1,011.2 50.8 5.0% 12.3 1.2% 2% False True 83,431
40 1,062.0 938.0 124.0 12.2% 12.5 1.2% 60% False False 91,485
60 1,062.0 938.0 124.0 12.2% 13.3 1.3% 60% False False 82,201
80 1,062.0 915.8 146.2 14.4% 11.0 1.1% 66% False False 61,673
100 1,062.0 893.4 168.6 16.7% 9.0 0.9% 71% False False 49,339
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 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,079.0
2.618 1,057.8
1.618 1,045.0
1.000 1,037.0
0.618 1,032.0
HIGH 1,024.0
0.618 1,019.3
0.500 1,017.8
0.382 1,016.3
LOW 1,011.3
0.618 1,003.3
1.000 998.3
1.618 990.3
2.618 977.5
4.250 956.5
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1,017.8 1,027.8
PP 1,016.0 1,022.8
S1 1,014.3 1,017.5

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

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