ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 1,012.7 1,026.3 13.6 1.3% 1,045.1
High 1,028.7 1,030.2 1.5 0.1% 1,057.0
Low 1,008.2 1,015.0 6.8 0.7% 1,019.4
Close 1,026.6 1,017.7 -8.9 -0.9% 1,021.0
Range 20.5 15.2 -5.3 -25.9% 37.6
ATR 13.1 13.3 0.1 1.1% 0.0
Volume 100,802 129,947 29,145 28.9% 457,169
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,066.5 1,057.3 1,026.0
R3 1,051.3 1,042.3 1,022.0
R2 1,036.3 1,036.3 1,020.5
R1 1,027.0 1,027.0 1,019.0 1,024.0
PP 1,021.0 1,021.0 1,021.0 1,019.5
S1 1,011.8 1,011.8 1,016.3 1,008.8
S2 1,005.8 1,005.8 1,015.0
S3 990.5 996.5 1,013.5
S4 975.3 981.3 1,009.3
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 1,044.5 1,008.2 36.3 3.6% 16.0 1.6% 26% False False 107,305
10 1,057.0 1,008.2 48.8 4.8% 14.0 1.4% 19% False False 94,771
20 1,062.0 1,008.2 53.8 5.3% 12.8 1.3% 18% False False 87,086
40 1,062.0 952.0 110.0 10.8% 12.5 1.2% 60% False False 89,385
60 1,062.0 938.0 124.0 12.2% 13.8 1.3% 64% False False 86,044
80 1,062.0 915.8 146.2 14.4% 11.5 1.1% 70% False False 64,558
100 1,062.0 893.4 168.6 16.6% 9.5 0.9% 74% False False 51,647
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,094.8
2.618 1,070.0
1.618 1,054.8
1.000 1,045.5
0.618 1,039.5
HIGH 1,030.3
0.618 1,024.5
0.500 1,022.5
0.382 1,020.8
LOW 1,015.0
0.618 1,005.5
1.000 999.8
1.618 990.5
2.618 975.3
4.250 950.5
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1,022.5 1,019.3
PP 1,021.0 1,018.8
S1 1,019.3 1,018.3

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

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