ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	981.5	978.8	-2.7	-0.3%	988.5
High	981.5	980.2	-1.3	-0.1%	1,001.6
Low	965.0	971.4	6.4	0.7%	965.0
Close	980.4	981.1	0.7	0.1%	981.1
Range	16.5	8.8	-7.7	-46.7%	36.6
ATR	9.1	9.1	0.0	-0.1%	0.0
Volume	83	83	0	0.0%	318

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,004.0	1,001.3	986.0
R3	995.3	992.5	983.5
R2	986.3	986.3	982.8
R1	983.8	983.8	982.0	985.0
PP	977.5	977.5	977.5	978.3
S1	975.0	975.0	980.3	976.3
S2	968.8	968.8	979.5
S3	960.0	966.3	978.8
S4	951.3	957.3	976.3

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,092.3	1,073.3	1,001.3
R3	1,055.8	1,036.8	991.3
R2	1,019.3	1,019.3	987.8
R1	1,000.3	1,000.3	984.5	991.3
PP	982.5	982.5	982.5	978.3
S1	963.5	963.5	977.8	954.8
S2	946.0	946.0	974.5
S3	909.3	927.0	971.0
S4	872.8	890.3	961.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,001.6	965.0	36.6	3.7%	11.3	1.2%	44%	False	False	63
10	1,001.6	965.0	36.6	3.7%	6.8	0.7%	44%	False	False	33
20	1,001.6	915.8	85.8	8.7%	4.5	0.5%	76%	False	False	91
40	1,001.6	893.4	108.2	11.0%	2.8	0.3%	81%	False	False	48

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,017.5
2.618	1,003.3
1.618	994.5
1.000	989.0
0.618	985.8
HIGH	980.3
0.618	976.8
0.500	975.8
0.382	974.8
LOW	971.5
0.618	966.0
1.000	962.5
1.618	957.3
2.618	948.3
4.250	934.0

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	979.3	983.3
PP	977.5	982.5
S1	975.8	981.8

Download as Excel Spreadsheet

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

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