ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	980.6	975.3	-5.3	-0.5%	981.1
High	991.0	978.5	-12.5	-1.3%	1,001.5
Low	970.7	962.2	-8.5	-0.9%	978.0
Close	978.8	964.8	-14.0	-1.4%	979.5
Range	20.3	16.3	-4.0	-19.7%	23.5
ATR	10.5	10.9	0.4	4.2%	0.0
Volume	428	169	-259	-60.5%	732

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,017.5	1,007.5	973.8
R3	1,001.0	991.0	969.3
R2	984.8	984.8	967.8
R1	974.8	974.8	966.3	971.8
PP	968.5	968.5	968.5	967.0
S1	958.5	958.5	963.3	955.3
S2	952.3	952.3	961.8
S3	936.0	942.3	960.3
S4	919.5	926.0	955.8

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	991.0	962.2	28.8	3.0%	13.3	1.4%	9%	False	True	372
10	1,001.5	962.2	39.3	4.1%	11.3	1.2%	7%	False	True	234
20	1,001.6	961.9	39.7	4.1%	8.0	0.8%	7%	False	False	174
40	1,001.6	893.4	108.2	11.2%	4.5	0.5%	66%	False	False	101

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	2.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,047.8
2.618	1,021.3
1.618	1,004.8
1.000	994.8
0.618	988.5
HIGH	978.5
0.618	972.3
0.500	970.3
0.382	968.5
LOW	962.3
0.618	952.3
1.000	946.0
1.618	935.8
2.618	919.5
4.250	893.0

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	970.3	976.5
PP	968.5	972.8
S1	966.8	968.8

Download as Excel Spreadsheet

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

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