ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	976.0	984.1	8.1	0.8%	977.8
High	984.9	989.2	4.3	0.4%	991.0
Low	974.8	980.4	5.6	0.6%	959.7
Close	979.7	988.6	8.9	0.9%	979.7
Range	10.1	8.8	-1.3	-12.9%	31.3
ATR	11.2	11.1	-0.1	-1.1%	0.0
Volume	357	5,962	5,605	1,570.0%	2,046

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,012.5	1,009.3	993.5
R3	1,003.8	1,000.5	991.0
R2	994.8	994.8	990.3
R1	991.8	991.8	989.5	993.3
PP	986.0	986.0	986.0	986.8
S1	983.0	983.0	987.8	984.5
S2	977.3	977.3	987.0
S3	968.5	974.3	986.3
S4	959.8	965.3	983.8

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,070.8	1,056.5	997.0
R3	1,039.5	1,025.3	988.3
R2	1,008.0	1,008.0	985.5
R1	994.0	994.0	982.5	1,001.0
PP	976.8	976.8	976.8	980.3
S1	962.5	962.5	976.8	969.8
S2	945.5	945.5	974.0
S3	914.3	931.3	971.0
S4	883.0	900.0	962.5

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%	14.5	1.5%	92%	False	False	1,432
10	1,001.5	959.7	41.8	4.2%	12.3	1.2%	69%	False	False	865
20	1,001.6	959.7	41.9	4.2%	9.5	1.0%	69%	False	False	453
40	1,001.6	893.4	108.2	10.9%	5.3	0.5%	88%	False	False	265

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,026.5
2.618	1,012.3
1.618	1,003.5
1.000	998.0
0.618	994.8
HIGH	989.3
0.618	985.8
0.500	984.8
0.382	983.8
LOW	980.5
0.618	975.0
1.000	971.5
1.618	966.3
2.618	957.3
4.250	943.0

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	987.3	984.0
PP	986.0	979.3
S1	984.8	974.5

Download as Excel Spreadsheet

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

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