ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 1,056.4 1,054.4 -2.0 -0.2% 1,026.8
High 1,069.9 1,068.9 -1.0 -0.1% 1,057.9
Low 1,054.2 1,053.0 -1.2 -0.1% 1,026.8
Close 1,055.5 1,067.6 12.1 1.1% 1,053.7
Range 15.7 15.9 0.2 1.3% 31.1
ATR 13.8 14.0 0.1 1.1% 0.0
Volume 90,319 55,910 -34,409 -38.1% 504,675
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,110.8 1,105.3 1,076.3
R3 1,095.0 1,089.3 1,072.0
R2 1,079.0 1,079.0 1,070.5
R1 1,073.3 1,073.3 1,069.0 1,076.3
PP 1,063.3 1,063.3 1,063.3 1,064.5
S1 1,057.5 1,057.5 1,066.3 1,060.3
S2 1,047.3 1,047.3 1,064.8
S3 1,031.3 1,041.5 1,063.3
S4 1,015.5 1,025.8 1,058.8
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 1,046.8 23.1 2.2% 11.0 1.0% 90% False False 96,361
10 1,069.9 1,012.4 57.5 5.4% 13.0 1.2% 96% False False 91,786
20 1,069.9 1,006.2 63.7 6.0% 15.3 1.4% 96% False False 95,719
40 1,069.9 1,006.2 63.7 6.0% 13.8 1.3% 96% False False 89,575
60 1,069.9 938.0 131.9 12.4% 13.5 1.3% 98% False False 92,896
80 1,069.9 938.0 131.9 12.4% 13.8 1.3% 98% False False 85,580
100 1,069.9 915.8 154.1 14.4% 12.0 1.1% 99% False False 68,482
120 1,069.9 893.4 176.5 16.5% 10.0 0.9% 99% False False 57,069
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 2.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,136.5
2.618 1,110.5
1.618 1,094.8
1.000 1,084.8
0.618 1,078.8
HIGH 1,069.0
0.618 1,062.8
0.500 1,061.0
0.382 1,059.0
LOW 1,053.0
0.618 1,043.3
1.000 1,037.0
1.618 1,027.3
2.618 1,011.3
4.250 985.5
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 1,065.5 1,064.5
PP 1,063.3 1,061.5
S1 1,061.0 1,058.3

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

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