ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	988.5	994.0	5.5	0.6%	968.4
High	988.5	994.7	6.2	0.6%	986.0
Low	988.5	989.9	1.4	0.1%	968.4
Close	992.6	993.3	0.7	0.1%	990.3
Range	0.0	4.8	4.8		17.6
ATR	7.3	7.1	-0.2	-2.5%	0.0
Volume	2	28	26	1,300.0%	12

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,007.0	1,005.0	996.0
R3	1,002.3	1,000.3	994.5
R2	997.5	997.5	994.3
R1	995.3	995.3	993.8	994.0
PP	992.8	992.8	992.8	992.0
S1	990.5	990.5	992.8	989.3
S2	987.8	987.8	992.5
S3	983.0	985.8	992.0
S4	978.3	981.0	990.8

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	994.7	979.0	15.7	1.6%	3.0	0.3%	91%	True	False	7
10	994.7	960.6	34.1	3.4%	2.3	0.2%	96%	True	False	152
20	994.7	915.8	78.9	7.9%	2.0	0.2%	98%	True	False	78
40	994.7	893.4	101.3	10.2%	1.3	0.1%	99%	True	False	41

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	0.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,015.0
2.618	1,007.3
1.618	1,002.5
1.000	999.5
0.618	997.8
HIGH	994.8
0.618	992.8
0.500	992.3
0.382	991.8
LOW	990.0
0.618	987.0
1.000	985.0
1.618	982.3
2.618	977.3
4.250	969.5

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	993.0	992.3
PP	992.8	991.3
S1	992.3	990.3

Download as Excel Spreadsheet

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

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