ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 02-May-2013

Day Change Summary
	Previous	Current
	01-May-2013	02-May-2013	Change	Change %	Previous Week
Open	917.3	915.8	-1.5	-0.2%	909.0
High	917.3	930.0	12.7	1.4%	934.4
Low	917.3	915.8	-1.5	-0.2%	909.0
Close	917.3	932.5	15.2	1.7%	928.6
Range	0.0	14.2	14.2		25.4
ATR	9.2	9.5	0.4	3.9%	0.0
Volume	10	7	-3	-30.0%	21

Daily Pivots for day following 02-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	968.8	964.8	940.3
R3	954.5	950.5	936.5
R2	940.3	940.3	935.0
R1	936.5	936.5	933.8	938.3
PP	926.0	926.0	926.0	927.0
S1	922.3	922.3	931.3	924.3
S2	912.0	912.0	930.0
S3	897.8	908.0	928.5
S4	883.5	893.8	924.8

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	915.8	25.6	2.7%	2.8	0.3%	65%	False	True	4
10	941.4	903.4	38.0	4.1%	1.8	0.2%	77%	False	False	3
20	941.4	893.4	48.0	5.1%	1.0	0.1%	81%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	990.3
2.618	967.3
1.618	953.0
1.000	944.3
0.618	938.8
HIGH	930.0
0.618	924.5
0.500	923.0
0.382	921.3
LOW	915.8
0.618	907.0
1.000	901.5
1.618	892.8
2.618	878.5
4.250	855.5

Fisher Pivots for day following 02-May-2013
Pivot	1 day	3 day
R1	929.3	931.3
PP	926.0	930.0
S1	923.0	928.5

Download as Excel Spreadsheet

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

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