ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 30-Apr-2013

Day Change Summary
	Previous	Current
	29-Apr-2013	30-Apr-2013	Change	Change %	Previous Week
Open	935.9	941.4	5.5	0.6%	909.0
High	935.9	941.4	5.5	0.6%	934.4
Low	935.9	941.4	5.5	0.6%	909.0
Close	935.9	941.4	5.5	0.6%	928.6
Range
ATR	8.2	8.0	-0.2	-2.4%	0.0
Volume

Daily Pivots for day following 30-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	941.5	941.5	941.5
R3	941.5	941.5	941.5
R2	941.5	941.5	941.5
R1	941.5	941.5	941.5	941.5
PP	941.5	941.5	941.5	941.5
S1	941.5	941.5	941.5	941.5
S2	941.5	941.5	941.5
S3	941.5	941.5	941.5
S4	941.5	941.5	941.5

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,000.3	989.8	942.5
R3	974.8	964.5	935.5
R2	949.5	949.5	933.3
R1	939.0	939.0	931.0	944.3
PP	924.0	924.0	924.0	926.5
S1	913.5	913.5	926.3	918.8
S2	898.5	898.5	924.0
S3	873.3	888.3	921.5
S4	847.8	862.8	914.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	941.4	926.8	14.6	1.6%	0.0	0.0%	100%	True	False	3
10	941.4	893.4	48.0	5.1%	0.3	0.0%	100%	True	False	2
20	941.4	893.4	48.0	5.1%	0.8	0.1%	100%	True	False	4

Crabel Price Patterns
NR	False
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	0.0

Fibonacci Retracements and Extensions
4.250	941.5
2.618	941.5
1.618	941.5
1.000	941.5
0.618	941.5
HIGH	941.5
0.618	941.5
0.500	941.5
0.382	941.5
LOW	941.5
0.618	941.5
1.000	941.5
1.618	941.5
2.618	941.5
4.250	941.5

Fisher Pivots for day following 30-Apr-2013
Pivot	1 day	3 day
R1	941.5	939.3
PP	941.5	937.3
S1	941.5	935.0

Download as Excel Spreadsheet

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

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