ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 1,013.0 1,024.9 11.9 1.2% 1,036.2
High 1,028.9 1,028.8 -0.1 0.0% 1,043.6
Low 1,012.0 1,007.2 -4.8 -0.5% 1,007.2
Close 1,024.1 1,010.1 -14.0 -1.4% 1,010.1
Range 16.9 21.6 4.7 27.8% 36.4
ATR 14.1 14.7 0.5 3.8% 0.0
Volume 88,385 119,211 30,826 34.9% 498,076
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,080.3 1,066.8 1,022.0
R3 1,058.5 1,045.3 1,016.0
R2 1,037.0 1,037.0 1,014.0
R1 1,023.5 1,023.5 1,012.0 1,019.5
PP 1,015.3 1,015.3 1,015.3 1,013.3
S1 1,002.0 1,002.0 1,008.0 997.8
S2 993.8 993.8 1,006.3
S3 972.3 980.3 1,004.3
S4 950.5 958.8 998.3
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,129.5 1,106.3 1,030.0
R3 1,093.0 1,069.8 1,020.0
R2 1,056.8 1,056.8 1,016.8
R1 1,033.5 1,033.5 1,013.5 1,026.8
PP 1,020.3 1,020.3 1,020.3 1,017.0
S1 997.0 997.0 1,006.8 990.5
S2 984.0 984.0 1,003.5
S3 947.5 960.5 1,000.0
S4 911.0 924.3 990.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,043.6 1,007.2 36.4 3.6% 17.0 1.7% 8% False True 99,615
10 1,043.6 1,007.2 36.4 3.6% 16.5 1.6% 8% False True 96,164
20 1,062.0 1,007.2 54.8 5.4% 14.3 1.4% 5% False True 89,454
40 1,062.0 1,002.6 59.4 5.9% 12.5 1.2% 13% False False 86,078
60 1,062.0 938.0 124.0 12.3% 14.0 1.4% 58% False False 96,659
80 1,062.0 938.0 124.0 12.3% 12.8 1.3% 58% False False 72,535
100 1,062.0 893.4 168.6 16.7% 10.5 1.0% 69% False False 58,038
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 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,120.5
2.618 1,085.3
1.618 1,063.8
1.000 1,050.5
0.618 1,042.3
HIGH 1,028.8
0.618 1,020.5
0.500 1,018.0
0.382 1,015.5
LOW 1,007.3
0.618 993.8
1.000 985.5
1.618 972.3
2.618 950.8
4.250 915.5
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 1,018.0 1,018.0
PP 1,015.3 1,015.5
S1 1,012.8 1,012.8

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

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