ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 17-May-2013

Day Change Summary
	Previous	Current
	16-May-2013	17-May-2013	Change	Change %	Previous Week
Open	979.0	986.0	7.0	0.7%	968.4
High	984.4	986.0	1.6	0.2%	986.0
Low	979.0	986.0	7.0	0.7%	968.4
Close	980.4	990.3	9.9	1.0%	990.3
Range	5.4	0.0	-5.4	-100.0%	17.6
ATR	7.9	7.7	-0.2	-2.1%	0.0
Volume	3	3	0	0.0%	12

Daily Pivots for day following 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	987.5	988.8	990.3
R3	987.5	988.8	990.3
R2	987.5	987.5	990.3
R1	988.8	988.8	990.3	988.3
PP	987.5	987.5	987.5	987.0
S1	988.8	988.8	990.3	988.3
S2	987.5	987.5	990.3
S3	987.5	988.8	990.3
S4	987.5	988.8	990.3

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,034.3	1,030.0	1,000.0
R3	1,016.8	1,012.3	995.3
R2	999.3	999.3	993.5
R1	994.8	994.8	992.0	997.0
PP	981.5	981.5	981.5	982.8
S1	977.3	977.3	988.8	979.3
S2	964.0	964.0	987.0
S3	946.3	959.5	985.5
S4	928.8	942.0	980.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	986.0	968.4	17.6	1.8%	2.3	0.2%	124%	True	False	2
10	986.0	954.0	32.0	3.2%	1.8	0.2%	113%	True	False	149
20	986.0	909.0	77.0	7.8%	1.8	0.2%	106%	True	False	77

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	986.0
2.618	986.0
1.618	986.0
1.000	986.0
0.618	986.0
HIGH	986.0
0.618	986.0
0.500	986.0
0.382	986.0
LOW	986.0
0.618	986.0
1.000	986.0
1.618	986.0
2.618	986.0
4.250	986.0

Fisher Pivots for day following 17-May-2013
Pivot	1 day	3 day
R1	988.8	987.8
PP	987.5	985.0
S1	986.0	982.5

Download as Excel Spreadsheet

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

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