ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1,054.4 1,068.3 13.9 1.3% 1,026.8
High 1,068.9 1,082.2 13.3 1.2% 1,057.9
Low 1,053.0 1,058.2 5.2 0.5% 1,026.8
Close 1,067.6 1,076.8 9.2 0.9% 1,053.7
Range 15.9 24.0 8.1 50.9% 31.1
ATR 14.0 14.7 0.7 5.1% 0.0
Volume 55,910 48,075 -7,835 -14.0% 504,675
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,144.5 1,134.5 1,090.0
R3 1,120.5 1,110.5 1,083.5
R2 1,096.5 1,096.5 1,081.3
R1 1,086.5 1,086.5 1,079.0 1,091.5
PP 1,072.5 1,072.5 1,072.5 1,074.8
S1 1,062.5 1,062.5 1,074.5 1,067.5
S2 1,048.5 1,048.5 1,072.5
S3 1,024.5 1,038.5 1,070.3
S4 1,000.5 1,014.5 1,063.5
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 1,082.2 1,046.8 35.4 3.3% 14.5 1.3% 85% True False 87,773
10 1,082.2 1,012.4 69.8 6.5% 13.8 1.3% 92% True False 88,743
20 1,082.2 1,006.2 76.0 7.1% 15.3 1.4% 93% True False 93,082
40 1,082.2 1,006.2 76.0 7.1% 14.0 1.3% 93% True False 89,161
60 1,082.2 942.1 140.1 13.0% 13.5 1.3% 96% True False 90,457
80 1,082.2 938.0 144.2 13.4% 14.0 1.3% 96% True False 86,180
100 1,082.2 915.8 166.4 15.5% 12.3 1.1% 97% True False 68,963
120 1,082.2 893.4 188.8 17.5% 10.3 1.0% 97% True False 57,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,184.3
2.618 1,145.0
1.618 1,121.0
1.000 1,106.3
0.618 1,097.0
HIGH 1,082.3
0.618 1,073.0
0.500 1,070.3
0.382 1,067.3
LOW 1,058.3
0.618 1,043.3
1.000 1,034.3
1.618 1,019.3
2.618 995.3
4.250 956.3
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1,074.5 1,073.8
PP 1,072.5 1,070.8
S1 1,070.3 1,067.5

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

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