ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1,028.3 1,031.3 3.0 0.3% 1,003.3
High 1,036.9 1,042.7 5.8 0.6% 1,036.9
Low 1,027.1 1,031.3 4.2 0.4% 1,002.6
Close 1,032.4 1,042.1 9.7 0.9% 1,032.4
Range 9.8 11.4 1.6 16.3% 34.3
ATR 14.3 14.1 -0.2 -1.4% 0.0
Volume 84,540 73,309 -11,231 -13.3% 458,069
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,073.0 1,069.0 1,048.3
R3 1,061.5 1,057.5 1,045.3
R2 1,050.0 1,050.0 1,044.3
R1 1,046.0 1,046.0 1,043.3 1,048.0
PP 1,038.8 1,038.8 1,038.8 1,039.8
S1 1,034.8 1,034.8 1,041.0 1,036.8
S2 1,027.3 1,027.3 1,040.0
S3 1,016.0 1,023.3 1,039.0
S4 1,004.5 1,012.0 1,035.8
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,126.8 1,114.0 1,051.3
R3 1,092.5 1,079.8 1,041.8
R2 1,058.3 1,058.3 1,038.8
R1 1,045.3 1,045.3 1,035.5 1,051.8
PP 1,024.0 1,024.0 1,024.0 1,027.3
S1 1,011.0 1,011.0 1,029.3 1,017.5
S2 989.8 989.8 1,026.0
S3 955.3 976.8 1,023.0
S4 921.0 942.5 1,013.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,042.7 1,006.6 36.1 3.5% 10.0 1.0% 98% True False 87,142
10 1,042.7 970.6 72.1 6.9% 12.3 1.2% 99% True False 94,568
20 1,042.7 938.0 104.7 10.0% 15.0 1.5% 99% True False 129,952
40 1,042.7 938.0 104.7 10.0% 14.0 1.3% 99% True False 72,263
60 1,042.7 909.0 133.7 12.8% 10.0 1.0% 100% True False 48,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,091.3
2.618 1,072.5
1.618 1,061.3
1.000 1,054.0
0.618 1,049.8
HIGH 1,042.8
0.618 1,038.3
0.500 1,037.0
0.382 1,035.8
LOW 1,031.3
0.618 1,024.3
1.000 1,020.0
1.618 1,012.8
2.618 1,001.5
4.250 982.8
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1,040.5 1,039.3
PP 1,038.8 1,036.5
S1 1,037.0 1,033.8

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

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