ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	975.3	968.0	-7.3	-0.7%	981.1
High	978.5	976.4	-2.1	-0.2%	1,001.5
Low	962.2	959.7	-2.5	-0.3%	978.0
Close	964.8	976.4	11.6	1.2%	979.5
Range	16.3	16.7	0.4	2.5%	23.5
ATR	10.9	11.3	0.4	3.8%	0.0
Volume	169	246	77	45.6%	732

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,021.0	1,015.3	985.5
R3	1,004.3	998.8	981.0
R2	987.5	987.5	979.5
R1	982.0	982.0	978.0	984.8
PP	970.8	970.8	970.8	972.3
S1	965.3	965.3	974.8	968.0
S2	954.3	954.3	973.3
S3	937.5	948.5	971.8
S4	920.8	931.8	967.3

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	959.7	31.3	3.2%	15.8	1.6%	53%	False	True	361
10	1,001.5	959.7	41.8	4.3%	11.3	1.2%	40%	False	True	250
20	1,001.6	959.7	41.9	4.3%	8.8	0.9%	40%	False	True	162
40	1,001.6	893.4	108.2	11.1%	5.0	0.5%	77%	False	False	107

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	3.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,047.5
2.618	1,020.0
1.618	1,003.5
1.000	993.0
0.618	986.8
HIGH	976.5
0.618	970.0
0.500	968.0
0.382	966.0
LOW	959.8
0.618	949.5
1.000	943.0
1.618	932.8
2.618	916.0
4.250	888.8

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	973.5	976.0
PP	970.8	975.8
S1	968.0	975.3

Download as Excel Spreadsheet

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

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