ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 986.7 1,000.9 14.2 1.4% 973.5
High 991.8 1,004.3 12.5 1.3% 1,004.3
Low 977.8 988.3 10.5 1.1% 970.6
Close 989.8 1,003.1 13.3 1.3% 1,003.1
Range 14.0 16.0 2.0 14.3% 33.7
ATR 15.9 15.9 0.0 0.0% 0.0
Volume 73,877 95,857 21,980 29.8% 414,311
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,046.5 1,040.8 1,012.0
R3 1,030.5 1,024.8 1,007.5
R2 1,014.5 1,014.5 1,006.0
R1 1,008.8 1,008.8 1,004.5 1,011.8
PP 998.5 998.5 998.5 1,000.0
S1 992.8 992.8 1,001.8 995.8
S2 982.5 982.5 1,000.3
S3 966.5 976.8 998.8
S4 950.5 960.8 994.3
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,093.8 1,082.3 1,021.8
R3 1,060.0 1,048.5 1,012.3
R2 1,026.3 1,026.3 1,009.3
R1 1,014.8 1,014.8 1,006.3 1,020.5
PP 992.8 992.8 992.8 995.5
S1 981.0 981.0 1,000.0 986.8
S2 959.0 959.0 997.0
S3 925.3 947.3 993.8
S4 891.5 913.8 984.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,004.3 963.7 40.6 4.0% 16.8 1.7% 97% True False 111,164
10 1,004.3 938.0 66.3 6.6% 17.0 1.7% 98% True False 128,962
20 1,004.3 938.0 66.3 6.6% 17.3 1.7% 98% True False 117,821
40 1,004.3 938.0 66.3 6.6% 13.0 1.3% 98% True False 58,991
60 1,004.3 893.4 110.9 11.1% 9.0 0.9% 99% True False 39,345
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 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,072.3
2.618 1,046.3
1.618 1,030.3
1.000 1,020.3
0.618 1,014.3
HIGH 1,004.3
0.618 998.3
0.500 996.3
0.382 994.5
LOW 988.3
0.618 978.5
1.000 972.3
1.618 962.5
2.618 946.5
4.250 920.3
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1,000.8 999.0
PP 998.5 995.0
S1 996.3 991.0

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

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