ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1,049.7 1,052.4 2.7 0.3% 1,018.8
High 1,054.0 1,052.4 -1.6 -0.2% 1,030.0
Low 1,047.3 1,044.0 -3.3 -0.3% 1,003.2
Close 1,052.2 1,046.2 -6.0 -0.6% 1,024.3
Range 6.7 8.4 1.7 25.4% 26.8
ATR 10.9 10.7 -0.2 -1.6% 0.0
Volume 22,490 100,381 77,891 346.3% 7,019
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,072.8 1,067.8 1,050.8
R3 1,064.3 1,059.5 1,048.5
R2 1,056.0 1,056.0 1,047.8
R1 1,051.0 1,051.0 1,047.0 1,049.3
PP 1,047.5 1,047.5 1,047.5 1,046.8
S1 1,042.8 1,042.8 1,045.5 1,041.0
S2 1,039.3 1,039.3 1,044.8
S3 1,030.8 1,034.3 1,044.0
S4 1,022.3 1,025.8 1,041.5
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% 12.0 1.2% 82% False False 28,557
10 1,054.0 1,003.2 50.8 4.9% 11.3 1.1% 85% False False 14,669
20 1,054.0 1,003.2 50.8 4.9% 8.8 0.8% 85% False False 7,337
40 1,058.4 1,003.2 55.2 5.3% 5.0 0.5% 78% False False 3,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,088.0
2.618 1,074.5
1.618 1,066.0
1.000 1,060.8
0.618 1,057.5
HIGH 1,052.5
0.618 1,049.3
0.500 1,048.3
0.382 1,047.3
LOW 1,044.0
0.618 1,038.8
1.000 1,035.5
1.618 1,030.5
2.618 1,022.0
4.250 1,008.3
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1,048.3 1,047.5
PP 1,047.5 1,047.0
S1 1,046.8 1,046.8

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

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