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

Download as Excel Spreadsheet

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

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