ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 1,067.8 1,071.8 4.0 0.4% 1,055.2
High 1,079.8 1,080.2 0.4 0.0% 1,078.8
Low 1,063.3 1,068.8 5.5 0.5% 1,049.5
Close 1,072.5 1,069.5 -3.0 -0.3% 1,069.4
Range 16.5 11.4 -5.1 -30.9% 29.3
ATR 12.1 12.1 -0.1 -0.4% 0.0
Volume 103,956 98,229 -5,727 -5.5% 655,139
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,107.0 1,099.8 1,075.8
R3 1,095.8 1,088.3 1,072.8
R2 1,084.3 1,084.3 1,071.5
R1 1,076.8 1,076.8 1,070.5 1,074.8
PP 1,072.8 1,072.8 1,072.8 1,071.8
S1 1,065.5 1,065.5 1,068.5 1,063.5
S2 1,061.5 1,061.5 1,067.5
S3 1,050.0 1,054.0 1,066.3
S4 1,038.8 1,042.8 1,063.3
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,153.8 1,141.0 1,085.5
R3 1,124.5 1,111.5 1,077.5
R2 1,095.3 1,095.3 1,074.8
R1 1,082.3 1,082.3 1,072.0 1,088.8
PP 1,066.0 1,066.0 1,066.0 1,069.0
S1 1,053.0 1,053.0 1,066.8 1,059.5
S2 1,036.5 1,036.5 1,064.0
S3 1,007.3 1,023.8 1,061.3
S4 978.0 994.5 1,053.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,080.2 1,060.7 19.5 1.8% 11.8 1.1% 45% True False 109,700
10 1,080.2 1,043.0 37.2 3.5% 13.0 1.2% 71% True False 119,325
20 1,080.2 1,003.2 77.0 7.2% 12.3 1.1% 86% True False 61,979
40 1,080.2 1,003.2 77.0 7.2% 8.0 0.8% 86% True False 30,991
60 1,080.2 986.2 94.0 8.8% 5.5 0.5% 89% True False 20,661
Crabel Price Patterns
NR True
NR4 False
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,128.8
2.618 1,110.0
1.618 1,098.8
1.000 1,091.5
0.618 1,087.3
HIGH 1,080.3
0.618 1,075.8
0.500 1,074.5
0.382 1,073.3
LOW 1,068.8
0.618 1,061.8
1.000 1,057.5
1.618 1,050.3
2.618 1,039.0
4.250 1,020.3
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 1,074.5 1,070.5
PP 1,072.8 1,070.3
S1 1,071.3 1,069.8

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

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