ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	986.9	987.5	0.6	0.1%	988.5
High	986.9	990.0	3.1	0.3%	1,001.6
Low	979.0	986.6	7.6	0.8%	965.0
Close	983.9	989.4	5.5	0.6%	981.1
Range	7.9	3.4	-4.5	-57.0%	36.6
ATR	9.4	9.2	-0.2	-2.5%	0.0
Volume	167	298	131	78.4%	318

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	998.8	997.5	991.3
R3	995.5	994.3	990.3
R2	992.0	992.0	990.0
R1	990.8	990.8	989.8	991.5
PP	988.8	988.8	988.8	989.0
S1	987.3	987.3	989.0	988.0
S2	985.3	985.3	988.8
S3	981.8	984.0	988.5
S4	978.5	980.5	987.5

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	1,001.5	971.4	30.1	3.0%	6.8	0.7%	60%	False	False	139
10	1,001.6	965.0	36.6	3.7%	8.3	0.8%	67%	False	False	93
20	1,001.6	953.2	48.4	4.9%	5.0	0.5%	75%	False	False	121
40	1,001.6	893.4	108.2	10.9%	3.0	0.3%	89%	False	False	63

Crabel Price Patterns
NR	True
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	1.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,004.5
2.618	999.0
1.618	995.5
1.000	993.5
0.618	992.0
HIGH	990.0
0.618	988.8
0.500	988.3
0.382	988.0
LOW	986.5
0.618	984.5
1.000	983.3
1.618	981.0
2.618	977.8
4.250	972.3

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	989.0	990.3
PP	988.8	990.0
S1	988.3	989.8

Download as Excel Spreadsheet

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

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