ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 14-May-2013

Day Change Summary
	Previous	Current
	13-May-2013	14-May-2013	Change	Change %	Previous Week
Open	968.4	978.2	9.8	1.0%	954.0
High	968.4	979.0	10.6	1.1%	967.1
Low	968.4	978.2	9.8	1.0%	954.0
Close	968.4	980.7	12.3	1.3%	969.5
Range	0.0	0.8	0.8		13.1
ATR	8.1	8.3	0.2	2.2%	0.0
Volume	0	3	3		1,485

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	981.8	982.0	981.3
R3	981.0	981.3	981.0
R2	980.0	980.0	980.8
R1	980.5	980.5	980.8	980.3
PP	979.3	979.3	979.3	979.3
S1	979.5	979.5	980.8	979.5
S2	978.5	978.5	980.5
S3	977.8	978.8	980.5
S4	977.0	978.0	980.3

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	979.0	960.6	18.4	1.9%	1.5	0.2%	109%	True	False	297
10	979.0	915.8	63.2	6.4%	2.3	0.2%	103%	True	False	151
20	979.0	893.4	85.6	8.7%	1.3	0.1%	102%	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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	982.5
2.618	981.0
1.618	980.3
1.000	979.8
0.618	979.5
HIGH	979.0
0.618	978.8
0.500	978.5
0.382	978.5
LOW	978.3
0.618	977.8
1.000	977.5
1.618	977.0
2.618	976.0
4.250	974.8

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	980.0	977.8
PP	979.3	974.8
S1	978.5	971.8

Download as Excel Spreadsheet

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

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