ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1,014.9 1,034.9 20.0 2.0% 1,021.0
High 1,035.7 1,038.7 3.0 0.3% 1,038.7
Low 1,013.4 1,029.6 16.2 1.6% 1,008.2
Close 1,034.2 1,037.4 3.2 0.3% 1,037.4
Range 22.3 9.1 -13.2 -59.2% 30.5
ATR 13.9 13.6 -0.3 -2.5% 0.0
Volume 82,254 58,845 -23,409 -28.5% 463,569
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,062.5 1,059.0 1,042.5
R3 1,053.5 1,050.0 1,040.0
R2 1,044.3 1,044.3 1,039.0
R1 1,040.8 1,040.8 1,038.3 1,042.5
PP 1,035.3 1,035.3 1,035.3 1,036.0
S1 1,031.8 1,031.8 1,036.5 1,033.5
S2 1,026.3 1,026.3 1,035.8
S3 1,017.0 1,022.8 1,035.0
S4 1,008.0 1,013.5 1,032.5
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,119.5 1,109.0 1,054.3
R3 1,089.0 1,078.5 1,045.8
R2 1,058.5 1,058.5 1,043.0
R1 1,048.0 1,048.0 1,040.3 1,053.3
PP 1,028.0 1,028.0 1,028.0 1,030.8
S1 1,017.5 1,017.5 1,034.5 1,022.8
S2 997.5 997.5 1,031.8
S3 967.0 987.0 1,029.0
S4 936.5 956.5 1,020.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,038.7 1,008.2 30.5 2.9% 16.0 1.5% 96% True False 92,713
10 1,057.0 1,008.2 48.8 4.7% 15.0 1.4% 60% False False 92,073
20 1,062.0 1,008.2 53.8 5.2% 12.8 1.2% 54% False False 85,183
40 1,062.0 963.7 98.3 9.5% 12.5 1.2% 75% False False 87,522
60 1,062.0 938.0 124.0 12.0% 14.0 1.3% 80% False False 88,388
80 1,062.0 938.0 124.0 12.0% 11.8 1.1% 80% False False 66,321
100 1,062.0 893.4 168.6 16.3% 9.5 0.9% 85% False False 53,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,077.5
2.618 1,062.5
1.618 1,053.5
1.000 1,047.8
0.618 1,044.3
HIGH 1,038.8
0.618 1,035.3
0.500 1,034.3
0.382 1,033.0
LOW 1,029.5
0.618 1,024.0
1.000 1,020.5
1.618 1,015.0
2.618 1,005.8
4.250 991.0
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1,036.3 1,033.5
PP 1,035.3 1,029.8
S1 1,034.3 1,026.0

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

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