ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1,041.1 1,049.7 8.6 0.8% 1,018.8
High 1,051.6 1,054.0 2.4 0.2% 1,030.0
Low 1,041.1 1,047.3 6.2 0.6% 1,003.2
Close 1,050.7 1,052.2 1.5 0.1% 1,024.3
Range 10.5 6.7 -3.8 -36.2% 26.8
ATR 11.2 10.9 -0.3 -2.9% 0.0
Volume 11,774 22,490 10,716 91.0% 7,019
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,071.3 1,068.5 1,056.0
R3 1,064.5 1,061.8 1,054.0
R2 1,057.8 1,057.8 1,053.5
R1 1,055.0 1,055.0 1,052.8 1,056.5
PP 1,051.3 1,051.3 1,051.3 1,052.0
S1 1,048.3 1,048.3 1,051.5 1,049.8
S2 1,044.5 1,044.5 1,051.0
S3 1,037.8 1,041.8 1,050.3
S4 1,031.0 1,035.0 1,048.5
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,099.5 1,088.8 1,039.0
R3 1,072.8 1,062.0 1,031.8
R2 1,046.0 1,046.0 1,029.3
R1 1,035.3 1,035.3 1,026.8 1,040.5
PP 1,019.3 1,019.3 1,019.3 1,022.0
S1 1,008.3 1,008.3 1,021.8 1,013.8
S2 992.3 992.3 1,019.5
S3 965.5 981.5 1,017.0
S4 938.8 954.8 1,009.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,054.0 1,009.6 44.4 4.2% 11.3 1.1% 96% True False 8,689
10 1,054.0 1,003.2 50.8 4.8% 11.3 1.1% 96% True False 4,632
20 1,054.0 1,003.2 50.8 4.8% 8.5 0.8% 96% True False 2,318
40 1,058.4 1,003.2 55.2 5.2% 4.8 0.5% 89% False False 1,160
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,082.5
2.618 1,071.5
1.618 1,064.8
1.000 1,060.8
0.618 1,058.3
HIGH 1,054.0
0.618 1,051.5
0.500 1,050.8
0.382 1,049.8
LOW 1,047.3
0.618 1,043.3
1.000 1,040.5
1.618 1,036.5
2.618 1,029.8
4.250 1,018.8
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 1,051.8 1,048.3
PP 1,051.3 1,044.3
S1 1,050.8 1,040.5

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

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