ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	987.0	977.8	-9.2	-0.9%	981.1
High	989.6	988.0	-1.6	-0.2%	1,001.5
Low	978.0	973.8	-4.2	-0.4%	978.0
Close	979.5	985.9	6.4	0.7%	979.5
Range	11.6	14.2	2.6	22.4%	23.5
ATR	9.3	9.7	0.3	3.7%	0.0
Volume	120	846	726	605.0%	732

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,025.3	1,019.8	993.8
R3	1,011.0	1,005.5	989.8
R2	996.8	996.8	988.5
R1	991.3	991.3	987.3	994.0
PP	982.5	982.5	982.5	984.0
S1	977.3	977.3	984.5	979.8
S2	968.3	968.3	983.3
S3	954.3	963.0	982.0
S4	940.0	948.8	978.0

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	973.8	27.7	2.8%	10.0	1.0%	44%	False	True	298
10	1,001.6	965.0	36.6	3.7%	10.8	1.1%	57%	False	False	189
20	1,001.6	960.1	41.5	4.2%	6.3	0.6%	62%	False	False	169
40	1,001.6	893.4	108.2	11.0%	3.5	0.4%	85%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,048.3
2.618	1,025.3
1.618	1,011.0
1.000	1,002.3
0.618	996.8
HIGH	988.0
0.618	982.5
0.500	981.0
0.382	979.3
LOW	973.8
0.618	965.0
1.000	959.5
1.618	950.8
2.618	936.5
4.250	913.5

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	984.3	984.5
PP	982.5	983.3
S1	981.0	982.0

Download as Excel Spreadsheet

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

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