ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	994.0	996.0	2.0	0.2%	968.4
High	994.7	1,001.6	6.9	0.7%	986.0
Low	989.9	975.2	-14.7	-1.5%	968.4
Close	993.3	978.9	-14.4	-1.4%	990.3
Range	4.8	26.4	21.6	450.0%	17.6
ATR	7.1	8.5	1.4	19.3%	0.0
Volume	28	122	94	335.7%	12

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,064.5	1,048.0	993.5
R3	1,038.0	1,021.8	986.3
R2	1,011.8	1,011.8	983.8
R1	995.3	995.3	981.3	990.3
PP	985.3	985.3	985.3	982.8
S1	968.8	968.8	976.5	963.8
S2	958.8	958.8	974.0
S3	932.5	942.5	971.8
S4	906.0	916.0	964.5

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	1,001.6	975.2	26.4	2.7%	7.3	0.7%	14%	True	True	31
10	1,001.6	961.9	39.7	4.1%	4.5	0.5%	43%	True	False	115
20	1,001.6	915.8	85.8	8.8%	3.3	0.3%	74%	True	False	84
40	1,001.6	893.4	108.2	11.1%	2.0	0.2%	79%	True	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.6
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1,113.8
2.618	1,070.8
1.618	1,044.3
1.000	1,028.0
0.618	1,018.0
HIGH	1,001.5
0.618	991.5
0.500	988.5
0.382	985.3
LOW	975.3
0.618	959.0
1.000	948.8
1.618	932.5
2.618	906.0
4.250	863.0

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	988.5	988.5
PP	985.3	985.3
S1	982.0	982.0

Download as Excel Spreadsheet

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

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