ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1,050.7 1,056.4 5.7 0.5% 1,026.8
High 1,055.2 1,069.9 14.7 1.4% 1,057.9
Low 1,046.8 1,054.2 7.4 0.7% 1,026.8
Close 1,053.7 1,055.5 1.8 0.2% 1,053.7
Range 8.4 15.7 7.3 86.9% 31.1
ATR 13.7 13.8 0.2 1.3% 0.0
Volume 91,003 90,319 -684 -0.8% 504,675
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,107.0 1,097.0 1,064.3
R3 1,091.3 1,081.3 1,059.8
R2 1,075.5 1,075.5 1,058.5
R1 1,065.5 1,065.5 1,057.0 1,062.8
PP 1,059.8 1,059.8 1,059.8 1,058.5
S1 1,049.8 1,049.8 1,054.0 1,047.0
S2 1,044.3 1,044.3 1,052.5
S3 1,028.5 1,034.3 1,051.3
S4 1,012.8 1,018.5 1,046.8
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,139.5 1,127.8 1,070.8
R3 1,108.3 1,096.5 1,062.3
R2 1,077.3 1,077.3 1,059.5
R1 1,065.5 1,065.5 1,056.5 1,071.3
PP 1,046.3 1,046.3 1,046.3 1,049.0
S1 1,034.3 1,034.3 1,050.8 1,040.3
S2 1,015.0 1,015.0 1,048.0
S3 984.0 1,003.3 1,045.3
S4 952.8 972.3 1,036.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,069.9 1,043.7 26.2 2.5% 10.3 1.0% 45% True False 104,092
10 1,069.9 1,006.2 63.7 6.0% 13.5 1.3% 77% True False 98,855
20 1,069.9 1,006.2 63.7 6.0% 15.0 1.4% 77% True False 97,509
40 1,069.9 1,006.2 63.7 6.0% 13.5 1.3% 77% True False 89,742
60 1,069.9 938.0 131.9 12.5% 13.5 1.3% 89% True False 95,355
80 1,069.9 938.0 131.9 12.5% 13.8 1.3% 89% True False 84,882
100 1,069.9 915.8 154.1 14.6% 11.8 1.1% 91% True False 67,923
120 1,069.9 893.4 176.5 16.7% 10.0 0.9% 92% True False 56,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,136.5
2.618 1,111.0
1.618 1,095.3
1.000 1,085.5
0.618 1,079.5
HIGH 1,070.0
0.618 1,064.0
0.500 1,062.0
0.382 1,060.3
LOW 1,054.3
0.618 1,044.5
1.000 1,038.5
1.618 1,028.8
2.618 1,013.0
4.250 987.5
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1,062.0 1,058.3
PP 1,059.8 1,057.5
S1 1,057.8 1,056.5

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

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