ICE Russell 2000 Mini Future September 2013

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

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	1,007.9	1,016.5	8.6	0.9%	973.5
High	1,017.5	1,024.0	6.5	0.6%	1,004.3
Low	1,006.6	1,012.8	6.2	0.6%	970.6
Close	1,016.1	1,018.7	2.6	0.3%	1,003.1
Range	10.9	11.2	0.3	2.8%	33.7
ATR	15.0	14.7	-0.3	-1.8%	0.0
Volume	87,204	100,802	13,598	15.6%	414,311

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,052.0	1,046.5	1,024.8
R3	1,041.0	1,035.5	1,021.8
R2	1,029.8	1,029.8	1,020.8
R1	1,024.3	1,024.3	1,019.8	1,027.0
PP	1,018.5	1,018.5	1,018.5	1,020.0
S1	1,013.0	1,013.0	1,017.8	1,015.8
S2	1,007.3	1,007.3	1,016.8
S3	996.0	1,001.8	1,015.5
S4	985.0	990.5	1,012.5

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	1,024.0	977.8	46.2	4.5%	12.0	1.2%	89%	True	False	90,681
10	1,024.0	952.0	72.0	7.1%	14.8	1.4%	93%	True	False	105,510
20	1,024.0	938.0	86.0	8.4%	16.8	1.6%	94%	True	False	131,341
40	1,024.0	938.0	86.0	8.4%	13.5	1.3%	94%	True	False	66,071
60	1,024.0	893.4	130.6	12.8%	9.5	0.9%	96%	True	False	44,073

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,071.5
2.618	1,053.3
1.618	1,042.0
1.000	1,035.3
0.618	1,031.0
HIGH	1,024.0
0.618	1,019.8
0.500	1,018.5
0.382	1,017.0
LOW	1,012.8
0.618	1,006.0
1.000	1,001.5
1.618	994.8
2.618	983.5
4.250	965.3

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	1,018.5	1,017.0
PP	1,018.5	1,015.0
S1	1,018.5	1,013.3

Download as Excel Spreadsheet

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

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