ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
02-Sep-2013 03-Sep-2013 Change Change % Previous Week
Open 1,018.8 1,019.3 0.5 0.0% 1,036.5
High 1,021.0 1,024.3 3.3 0.3% 1,039.7
Low 1,018.8 1,003.2 -15.6 -1.5% 1,007.9
Close 1,021.0 1,012.4 -8.6 -0.8% 1,006.6
Range 2.2 21.1 18.9 859.1% 31.8
ATR 9.4 10.3 0.8 8.9% 0.0
Volume 7 299 292 4,171.4% 27
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,076.5 1,065.5 1,024.0
R3 1,055.5 1,044.5 1,018.3
R2 1,034.5 1,034.5 1,016.3
R1 1,023.5 1,023.5 1,014.3 1,018.3
PP 1,013.3 1,013.3 1,013.3 1,010.8
S1 1,002.3 1,002.3 1,010.5 997.3
S2 992.3 992.3 1,008.5
S3 971.0 981.3 1,006.5
S4 950.0 960.0 1,000.8
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,113.5 1,091.8 1,024.0
R3 1,081.8 1,060.0 1,015.3
R2 1,049.8 1,049.8 1,012.5
R1 1,028.3 1,028.3 1,009.5 1,023.3
PP 1,018.0 1,018.0 1,018.0 1,015.5
S1 996.5 996.5 1,003.8 991.3
S2 986.3 986.3 1,000.8
S3 954.5 964.8 997.8
S4 922.8 932.8 989.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,024.3 1,003.2 21.1 2.1% 8.8 0.9% 44% True True 64
10 1,039.7 1,003.2 36.5 3.6% 8.3 0.8% 25% False True 35
20 1,048.6 1,003.2 45.4 4.5% 5.3 0.5% 20% False True 19
40 1,058.4 1,003.2 55.2 5.5% 3.0 0.3% 17% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1,114.0
2.618 1,079.5
1.618 1,058.5
1.000 1,045.5
0.618 1,037.3
HIGH 1,024.3
0.618 1,016.3
0.500 1,013.8
0.382 1,011.3
LOW 1,003.3
0.618 990.3
1.000 982.0
1.618 969.0
2.618 948.0
4.250 913.5
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1,013.8 1,013.8
PP 1,013.3 1,013.3
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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