ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 07-May-2013

Day Change Summary
	Previous	Current
	06-May-2013	07-May-2013	Change	Change %	Previous Week
Open	954.0	960.1	6.1	0.6%	935.9
High	954.0	960.1	6.1	0.6%	953.2
Low	954.0	960.1	6.1	0.6%	915.8
Close	954.0	961.0	7.0	0.7%	947.4
Range
ATR	10.1	9.8	-0.3	-2.8%	0.0
Volume	0	3	3		24

Daily Pivots for day following 07-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	960.5	960.8	961.0
R3	960.5	960.8	961.0
R2	960.5	960.5	961.0
R1	960.8	960.8	961.0	960.5
PP	960.5	960.5	960.5	960.3
S1	960.8	960.8	961.0	960.5
S2	960.5	960.5	961.0
S3	960.5	960.8	961.0
S4	960.5	960.8	961.0

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	960.1	915.8	44.3	4.6%	2.8	0.3%	102%	True	False	5
10	960.1	915.8	44.3	4.6%	1.5	0.1%	102%	True	False	4
20	960.1	893.4	66.7	6.9%	0.8	0.1%	101%	True	False	2

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	960.0
2.618	960.0
1.618	960.0
1.000	960.0
0.618	960.0
HIGH	960.0
0.618	960.0
0.500	960.0
0.382	960.0
LOW	960.0
0.618	960.0
1.000	960.0
1.618	960.0
2.618	960.0
4.250	960.0

Fisher Pivots for day following 07-May-2013
Pivot	1 day	3 day
R1	960.8	959.5
PP	960.5	958.0
S1	960.0	956.8

Download as Excel Spreadsheet

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

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