ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 10-May-2013

Day Change Summary
	Previous	Current
	09-May-2013	10-May-2013	Change	Change %	Previous Week
Open	961.9	964.4	2.5	0.3%	954.0
High	961.9	967.1	5.2	0.5%	967.1
Low	961.9	964.4	2.5	0.3%	954.0
Close	961.9	969.5	7.6	0.8%	969.5
Range	0.0	2.7	2.7		13.1
ATR	8.9	8.7	-0.3	-3.0%	0.0
Volume	494	494	0	0.0%	1,485

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	975.0	975.0	971.0
R3	972.5	972.3	970.3
R2	969.8	969.8	970.0
R1	969.5	969.5	969.8	969.8
PP	967.0	967.0	967.0	967.0
S1	967.0	967.0	969.3	967.0
S2	964.3	964.3	969.0
S3	961.5	964.3	968.8
S4	959.0	961.5	968.0

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,002.8	999.3	976.8
R3	989.8	986.3	973.0
R2	976.8	976.8	972.0
R1	973.0	973.0	970.8	974.8
PP	963.5	963.5	963.5	964.5
S1	960.0	960.0	968.3	961.8
S2	950.5	950.5	967.0
S3	937.3	946.8	966.0
S4	924.3	933.8	962.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	967.1	954.0	13.1	1.4%	1.5	0.1%	118%	True	False	297
10	967.1	915.8	51.3	5.3%	2.0	0.2%	105%	True	False	150
20	967.1	893.4	73.7	7.6%	1.3	0.1%	103%	True	False	76

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

Fibonacci Retracements and Extensions
4.250	978.5
2.618	974.3
1.618	971.5
1.000	969.8
0.618	968.8
HIGH	967.0
0.618	966.0
0.500	965.8
0.382	965.5
LOW	964.5
0.618	962.8
1.000	961.8
1.618	960.0
2.618	957.3
4.250	953.0

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	968.3	967.5
PP	967.0	965.8
S1	965.8	963.8

Download as Excel Spreadsheet

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

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