ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	953.2	954.0	0.8	0.1%	935.9
High	953.2	954.0	0.8	0.1%	953.2
Low	953.2	954.0	0.8	0.1%	915.8
Close	947.4	954.0	6.6	0.7%	947.4
Range
ATR	10.3	10.1	-0.3	-2.6%	0.0
Volume	7	0	-7	-100.0%	24

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	954.0	954.0	954.0
R3	954.0	954.0	954.0
R2	954.0	954.0	954.0
R1	954.0	954.0	954.0	954.0
PP	954.0	954.0	954.0	954.0
S1	954.0	954.0	954.0	954.0
S2	954.0	954.0	954.0
S3	954.0	954.0	954.0
S4	954.0	954.0	954.0

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,051.0	1,036.5	968.0
R3	1,013.5	999.3	957.8
R2	976.3	976.3	954.3
R1	961.8	961.8	950.8	969.0
PP	938.8	938.8	938.8	942.5
S1	924.5	924.5	944.0	931.5
S2	901.5	901.5	940.5
S3	864.0	887.0	937.0
S4	826.5	849.5	926.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	954.0	915.8	38.2	4.0%	2.8	0.3%	100%	True	False	4
10	954.0	915.8	38.2	4.0%	1.8	0.2%	100%	True	False	4
20	954.0	893.4	60.6	6.4%	0.8	0.1%	100%	True	False	3

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0

Fibonacci Retracements and Extensions
4.250	954.0
2.618	954.0
1.618	954.0
1.000	954.0
0.618	954.0
HIGH	954.0
0.618	954.0
0.500	954.0
0.382	954.0
LOW	954.0
0.618	954.0
1.000	954.0
1.618	954.0
2.618	954.0
4.250	954.0

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	954.0	947.8
PP	954.0	941.3
S1	954.0	935.0

Download as Excel Spreadsheet

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

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