ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 13-May-2013

Day Change Summary
	Previous	Current
	10-May-2013	13-May-2013	Change	Change %	Previous Week
Open	964.4	968.4	4.0	0.4%	954.0
High	967.1	968.4	1.3	0.1%	967.1
Low	964.4	968.4	4.0	0.4%	954.0
Close	969.5	968.4	-1.1	-0.1%	969.5
Range	2.7	0.0	-2.7	-100.0%	13.1
ATR	8.7	8.1	-0.5	-6.2%	0.0
Volume	494	0	-494	-100.0%	1,485

Daily Pivots for day following 13-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	968.5	968.5	968.5
R3	968.5	968.5	968.5
R2	968.5	968.5	968.5
R1	968.5	968.5	968.5	968.5
PP	968.5	968.5	968.5	968.5
S1	968.5	968.5	968.5	968.5
S2	968.5	968.5	968.5
S3	968.5	968.5	968.5
S4	968.5	968.5	968.5

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	968.4	960.1	8.3	0.9%	1.5	0.1%	100%	True	False	297
10	968.4	915.8	52.6	5.4%	2.0	0.2%	100%	True	False	150
20	968.4	893.4	75.0	7.7%	1.3	0.1%	100%	True	False	76

Crabel Price Patterns
NR	True
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	True
Stretch	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	968.5
2.618	968.5
1.618	968.5
1.000	968.5
0.618	968.5
HIGH	968.5
0.618	968.5
0.500	968.5
0.382	968.5
LOW	968.5
0.618	968.5
1.000	968.5
1.618	968.5
2.618	968.5
4.250	968.5

Fisher Pivots for day following 13-May-2013
Pivot	1 day	3 day
R1	968.5	967.3
PP	968.5	966.3
S1	968.5	965.3

Download as Excel Spreadsheet

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

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