ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	987.5	987.0	-0.5	-0.1%	981.1
High	990.0	989.6	-0.4	0.0%	1,001.5
Low	986.6	978.0	-8.6	-0.9%	978.0
Close	989.4	979.5	-9.9	-1.0%	979.5
Range	3.4	11.6	8.2	241.2%	23.5
ATR	9.2	9.3	0.2	1.9%	0.0
Volume	298	120	-178	-59.7%	732

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,017.3	1,010.0	986.0
R3	1,005.5	998.3	982.8
R2	994.0	994.0	981.8
R1	986.8	986.8	980.5	984.5
PP	982.3	982.3	982.3	981.3
S1	975.3	975.3	978.5	973.0
S2	970.8	970.8	977.3
S3	959.3	963.5	976.3
S4	947.5	952.0	973.0

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,056.8	1,041.8	992.5
R3	1,033.3	1,018.3	986.0
R2	1,009.8	1,009.8	983.8
R1	994.8	994.8	981.8	990.5
PP	986.3	986.3	986.3	984.3
S1	971.3	971.3	977.3	967.0
S2	962.8	962.8	975.3
S3	939.3	947.8	973.0
S4	915.8	924.3	966.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,001.5	978.0	23.5	2.4%	7.3	0.7%	6%	False	True	146
10	1,001.6	965.0	36.6	3.7%	9.3	0.9%	40%	False	False	105
20	1,001.6	954.0	47.6	4.9%	5.5	0.6%	54%	False	False	127
40	1,001.6	893.4	108.2	11.0%	3.3	0.3%	80%	False	False	66

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	1.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,039.0
2.618	1,020.0
1.618	1,008.3
1.000	1,001.3
0.618	996.8
HIGH	989.5
0.618	985.3
0.500	983.8
0.382	982.5
LOW	978.0
0.618	970.8
1.000	966.5
1.618	959.3
2.618	947.8
4.250	928.8

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	983.8	984.0
PP	982.3	982.5
S1	981.0	981.0

Download as Excel Spreadsheet

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

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