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

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

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