ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 09-May-2013

Day Change Summary
	Previous	Current
	08-May-2013	09-May-2013	Change	Change %	Previous Week
Open	964.5	961.9	-2.6	-0.3%	935.9
High	964.9	961.9	-3.0	-0.3%	953.2
Low	960.6	961.9	1.3	0.1%	915.8
Close	965.1	961.9	-3.2	-0.3%	947.4
Range	4.3	0.0	-4.3	-100.0%	37.4
ATR	9.4	8.9	-0.4	-4.7%	0.0
Volume	494	494	0	0.0%	24

Daily Pivots for day following 09-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	962.0	962.0	962.0
R3	962.0	962.0	962.0
R2	962.0	962.0	962.0
R1	962.0	962.0	962.0	962.0
PP	962.0	962.0	962.0	962.0
S1	962.0	962.0	962.0	962.0
S2	962.0	962.0	962.0
S3	962.0	962.0	962.0
S4	962.0	962.0	962.0

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	964.9	953.2	11.7	1.2%	0.8	0.1%	74%	False	False	199
10	964.9	915.8	49.1	5.1%	1.8	0.2%	94%	False	False	102
20	964.9	893.4	71.5	7.4%	1.0	0.1%	96%	False	False	52

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	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	962.0
2.618	962.0
1.618	962.0
1.000	962.0
0.618	962.0
HIGH	962.0
0.618	962.0
0.500	962.0
0.382	962.0
LOW	962.0
0.618	962.0
1.000	962.0
1.618	962.0
2.618	962.0
4.250	962.0

Fisher Pivots for day following 09-May-2013
Pivot	1 day	3 day
R1	962.0	962.5
PP	962.0	962.3
S1	962.0	962.0

Download as Excel Spreadsheet

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

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