ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	986.0	988.5	2.5	0.3%	968.4
High	986.0	988.5	2.5	0.3%	986.0
Low	986.0	988.5	2.5	0.3%	968.4
Close	990.3	992.6	2.3	0.2%	990.3
Range
ATR	7.7	7.3	-0.4	-5.5%	0.0
Volume	3	2	-1	-33.3%	12

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	989.8	991.3	992.5
R3	989.8	991.3	992.5
R2	989.8	989.8	992.5
R1	991.3	991.3	992.5	990.5
PP	989.8	989.8	989.8	989.5
S1	991.3	991.3	992.5	990.5
S2	989.8	989.8	992.5
S3	989.8	991.3	992.5
S4	989.8	991.3	992.5

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	988.5	978.2	10.3	1.0%	2.3	0.2%	140%	True	False	2
10	988.5	960.1	28.4	2.9%	1.8	0.2%	114%	True	False	149
20	988.5	915.8	72.7	7.3%	1.8	0.2%	106%	True	False	77
40	988.5	893.4	95.1	9.6%	1.3	0.1%	104%	True	False	40

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	988.5
2.618	988.5
1.618	988.5
1.000	988.5
0.618	988.5
HIGH	988.5
0.618	988.5
0.500	988.5
0.382	988.5
LOW	988.5
0.618	988.5
1.000	988.5
1.618	988.5
2.618	988.5
4.250	988.5

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	991.3	989.8
PP	989.8	986.8
S1	988.5	983.8

Download as Excel Spreadsheet

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

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