ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 1,050.0 1,053.2 3.2 0.3% 1,031.3
High 1,053.5 1,057.0 3.5 0.3% 1,051.9
Low 1,047.1 1,048.5 1.4 0.1% 1,031.3
Close 1,052.7 1,051.5 -1.2 -0.1% 1,049.6
Range 6.4 8.5 2.1 32.8% 20.6
ATR 12.6 12.3 -0.3 -2.3% 0.0
Volume 62,607 64,650 2,043 3.3% 383,909
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,077.8 1,073.3 1,056.3
R3 1,069.3 1,064.8 1,053.8
R2 1,060.8 1,060.8 1,053.0
R1 1,056.3 1,056.3 1,052.3 1,054.3
PP 1,052.3 1,052.3 1,052.3 1,051.5
S1 1,047.8 1,047.8 1,050.8 1,045.8
S2 1,043.8 1,043.8 1,050.0
S3 1,035.3 1,039.3 1,049.3
S4 1,026.8 1,030.8 1,046.8
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,106.0 1,098.5 1,061.0
R3 1,085.5 1,077.8 1,055.3
R2 1,064.8 1,064.8 1,053.5
R1 1,057.3 1,057.3 1,051.5 1,061.0
PP 1,044.3 1,044.3 1,044.3 1,046.3
S1 1,036.8 1,036.8 1,047.8 1,040.5
S2 1,023.8 1,023.8 1,045.8
S3 1,003.0 1,016.0 1,044.0
S4 982.5 995.5 1,038.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,057.0 1,034.4 22.6 2.1% 9.5 0.9% 76% True False 72,443
10 1,057.0 1,012.8 44.2 4.2% 9.5 0.9% 88% True False 78,636
20 1,057.0 942.1 114.9 10.9% 12.3 1.2% 95% True False 93,049
40 1,057.0 938.0 119.0 11.3% 14.0 1.3% 95% True False 83,199
60 1,057.0 915.8 141.2 13.4% 10.8 1.0% 96% True False 55,498
80 1,057.0 893.4 163.6 15.6% 8.3 0.8% 97% True False 41,625
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,093.0
2.618 1,079.3
1.618 1,070.8
1.000 1,065.5
0.618 1,062.3
HIGH 1,057.0
0.618 1,053.8
0.500 1,052.8
0.382 1,051.8
LOW 1,048.5
0.618 1,043.3
1.000 1,040.0
1.618 1,034.8
2.618 1,026.3
4.250 1,012.5
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 1,052.8 1,051.0
PP 1,052.3 1,050.3
S1 1,052.0 1,049.8

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

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