ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 16-May-2013

Day Change Summary
	Previous	Current
	15-May-2013	16-May-2013	Change	Change %	Previous Week
Open	985.4	979.0	-6.4	-0.6%	954.0
High	985.4	984.4	-1.0	-0.1%	967.1
Low	980.0	979.0	-1.0	-0.1%	954.0
Close	982.4	980.4	-2.0	-0.2%	969.5
Range	5.4	5.4	0.0	0.0%	13.1
ATR	8.1	7.9	-0.2	-2.4%	0.0
Volume	3	3	0	0.0%	1,485

Daily Pivots for day following 16-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	997.5	994.3	983.3
R3	992.0	989.0	982.0
R2	986.8	986.8	981.5
R1	983.5	983.5	981.0	985.0
PP	981.3	981.3	981.3	982.0
S1	978.3	978.3	980.0	979.8
S2	975.8	975.8	979.5
S3	970.5	972.8	979.0
S4	965.0	967.3	977.5

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	985.4	964.4	21.0	2.1%	2.8	0.3%	76%	False	False	100
10	985.4	953.2	32.2	3.3%	1.8	0.2%	84%	False	False	150
20	985.4	903.4	82.0	8.4%	1.8	0.2%	94%	False	False	77

Crabel Price Patterns
NR	False
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	False
Stretch	0.0

Fibonacci Retracements and Extensions
4.250	1,007.3
2.618	998.5
1.618	993.3
1.000	989.8
0.618	987.8
HIGH	984.5
0.618	982.3
0.500	981.8
0.382	981.0
LOW	979.0
0.618	975.8
1.000	973.5
1.618	970.3
2.618	964.8
4.250	956.0

Fisher Pivots for day following 16-May-2013
Pivot	1 day	3 day
R1	981.8	981.8
PP	981.3	981.3
S1	980.8	980.8

Download as Excel Spreadsheet

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

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