ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	966.7	987.3	20.6	2.1%	984.1
High	988.0	987.3	-0.7	-0.1%	989.2
Low	958.7	974.7	16.0	1.7%	958.7
Close	985.9	976.3	-9.6	-1.0%	976.3
Range	29.3	12.6	-16.7	-57.0%	30.5
ATR	13.5	13.4	-0.1	-0.5%	0.0
Volume	91,250	148,586	57,336	62.8%	288,403

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,017.3	1,009.3	983.3
R3	1,004.8	996.8	979.8
R2	992.0	992.0	978.5
R1	984.3	984.3	977.5	981.8
PP	979.5	979.5	979.5	978.3
S1	971.5	971.5	975.3	969.3
S2	966.8	966.8	974.0
S3	954.3	959.0	972.8
S4	941.8	946.3	969.3

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,066.3	1,051.8	993.0
R3	1,035.8	1,021.3	984.8
R2	1,005.3	1,005.3	982.0
R1	990.8	990.8	979.0	982.8
PP	974.8	974.8	974.8	970.8
S1	960.3	960.3	973.5	952.3
S2	944.3	944.3	970.8
S3	913.8	929.8	968.0
S4	883.3	899.3	959.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	989.2	958.7	30.5	3.1%	17.8	1.8%	58%	False	False	57,680
10	991.0	958.7	32.3	3.3%	16.8	1.7%	54%	False	False	29,044
20	1,001.6	958.7	42.9	4.4%	13.0	1.3%	41%	False	False	14,574
40	1,001.6	909.0	92.6	9.5%	7.3	0.8%	73%	False	False	7,326

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,040.8
2.618	1,020.3
1.618	1,007.8
1.000	1,000.0
0.618	995.0
HIGH	987.3
0.618	982.5
0.500	981.0
0.382	979.5
LOW	974.8
0.618	967.0
1.000	962.0
1.618	954.3
2.618	941.8
4.250	921.3

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	981.0	975.3
PP	979.5	974.3
S1	977.8	973.3

Download as Excel Spreadsheet

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

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