ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1,036.5 1,021.7 -14.8 -1.4% 1,009.2
High 1,039.7 1,027.5 -12.2 -1.2% 1,031.2
Low 1,034.2 1,008.5 -25.7 -2.5% 1,009.2
Close 1,033.4 1,008.5 -24.9 -2.4% 1,034.0
Range 5.5 19.0 13.5 245.5% 22.0
ATR 7.6 8.9 1.2 16.1% 0.0
Volume 5 6 1 20.0% 29
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,071.8 1,059.3 1,019.0
R3 1,052.8 1,040.3 1,013.8
R2 1,033.8 1,033.8 1,012.0
R1 1,021.3 1,021.3 1,010.3 1,018.0
PP 1,014.8 1,014.8 1,014.8 1,013.3
S1 1,002.3 1,002.3 1,006.8 999.0
S2 995.8 995.8 1,005.0
S3 976.8 983.3 1,003.3
S4 957.8 964.3 998.0
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,090.8 1,084.5 1,046.0
R3 1,068.8 1,062.5 1,040.0
R2 1,046.8 1,046.8 1,038.0
R1 1,040.5 1,040.5 1,036.0 1,043.5
PP 1,024.8 1,024.8 1,024.8 1,026.5
S1 1,018.5 1,018.5 1,032.0 1,021.5
S2 1,002.8 1,002.8 1,030.0
S3 980.8 996.5 1,028.0
S4 958.8 974.5 1,022.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,039.7 1,008.5 31.2 3.1% 8.0 0.8% 0% False True 6
10 1,042.1 1,008.5 33.6 3.3% 5.8 0.6% 0% False True 5
20 1,058.4 1,008.5 49.9 4.9% 4.0 0.4% 0% False True 3
40 1,058.4 986.2 72.2 7.2% 2.0 0.2% 31% False False 3
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 1.3
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,108.3
2.618 1,077.3
1.618 1,058.3
1.000 1,046.5
0.618 1,039.3
HIGH 1,027.5
0.618 1,020.3
0.500 1,018.0
0.382 1,015.8
LOW 1,008.5
0.618 996.8
1.000 989.5
1.618 977.8
2.618 958.8
4.250 927.8
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1,018.0 1,024.0
PP 1,014.8 1,019.0
S1 1,011.8 1,013.8

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

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