ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	27-May-2013	28-May-2013	Change	Change %	Previous Week
Open	981.1	990.0	8.9	0.9%	988.5
High	981.1	1,001.5	20.4	2.1%	1,001.6
Low	981.1	988.0	6.9	0.7%	965.0
Close	981.1	990.0	8.9	0.9%	981.1
Range	0.0	13.5	13.5		36.6
ATR	8.4	9.3	0.9	10.1%	0.0
Volume	87	60	-27	-31.0%	318

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,033.8	1,025.3	997.5
R3	1,020.3	1,011.8	993.8
R2	1,006.8	1,006.8	992.5
R1	998.3	998.3	991.3	996.8
PP	993.3	993.3	993.3	992.5
S1	984.8	984.8	988.8	983.3
S2	979.8	979.8	987.5
S3	966.3	971.3	986.3
S4	952.8	957.8	982.5

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,092.3	1,073.3	1,001.3
R3	1,055.8	1,036.8	991.3
R2	1,019.3	1,019.3	987.8
R1	1,000.3	1,000.3	984.5	991.3
PP	982.5	982.5	982.5	978.3
S1	963.5	963.5	977.8	954.8
S2	946.0	946.0	974.5
S3	909.3	927.0	971.0
S4	872.8	890.3	961.0

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	965.0	36.6	3.7%	13.0	1.3%	68%	False	False	87
10	1,001.6	965.0	36.6	3.7%	8.0	0.8%	68%	False	False	47
20	1,001.6	915.8	85.8	8.7%	5.3	0.5%	86%	False	False	99
40	1,001.6	893.4	108.2	10.9%	3.0	0.3%	89%	False	False	51

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	1.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,059.0
2.618	1,036.8
1.618	1,023.3
1.000	1,015.0
0.618	1,009.8
HIGH	1,001.5
0.618	996.3
0.500	994.8
0.382	993.3
LOW	988.0
0.618	979.8
1.000	974.5
1.618	966.3
2.618	952.8
4.250	930.5

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	994.8	988.8
PP	993.3	987.8
S1	991.5	986.5

Download as Excel Spreadsheet

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

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