ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 29-Jul-2013

Day Change Summary
	Previous	Current
	26-Jul-2013	29-Jul-2013	Change	Change %	Previous Week
Open	1,051.4	1,047.1	-4.3	-0.4%	1,050.0
High	1,054.3	1,048.6	-5.7	-0.5%	1,057.0
Low	1,039.5	1,035.8	-3.7	-0.4%	1,035.8
Close	1,046.7	1,040.4	-6.3	-0.6%	1,046.7
Range	14.8	12.8	-2.0	-13.5%	21.2
ATR	13.1	13.0	0.0	-0.1%	0.0
Volume	72,437	78,705	6,268	8.7%	399,426

Daily Pivots for day following 29-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,080.0	1,073.0	1,047.5
R3	1,067.3	1,060.3	1,044.0
R2	1,054.5	1,054.5	1,042.8
R1	1,047.5	1,047.5	1,041.5	1,044.5
PP	1,041.5	1,041.5	1,041.5	1,040.3
S1	1,034.5	1,034.5	1,039.3	1,031.8
S2	1,028.8	1,028.8	1,038.0
S3	1,016.0	1,021.8	1,037.0
S4	1,003.3	1,009.0	1,033.3

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,110.0	1,099.5	1,058.3
R3	1,089.0	1,078.5	1,052.5
R2	1,067.8	1,067.8	1,050.5
R1	1,057.3	1,057.3	1,048.8	1,051.8
PP	1,046.5	1,046.5	1,046.5	1,043.8
S1	1,036.0	1,036.0	1,044.8	1,030.8
S2	1,025.3	1,025.3	1,042.8
S3	1,004.0	1,014.8	1,040.8
S4	983.0	993.5	1,035.0

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	1,035.8	21.2	2.0%	14.0	1.3%	22%	False	True	83,104
10	1,057.0	1,034.0	23.0	2.2%	11.8	1.1%	28%	False	False	78,873
20	1,057.0	970.6	86.4	8.3%	12.0	1.2%	81%	False	False	86,721
40	1,057.0	938.0	119.0	11.4%	14.8	1.4%	86%	False	False	91,955
60	1,057.0	938.0	119.0	11.4%	11.5	1.1%	86%	False	False	61,346
80	1,057.0	893.4	163.6	15.7%	9.0	0.9%	90%	False	False	46,010

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,103.0
2.618	1,082.0
1.618	1,069.3
1.000	1,061.5
0.618	1,056.5
HIGH	1,048.5
0.618	1,043.8
0.500	1,042.3
0.382	1,040.8
LOW	1,035.8
0.618	1,028.0
1.000	1,023.0
1.618	1,015.0
2.618	1,002.3
4.250	981.5

Fisher Pivots for day following 29-Jul-2013
Pivot	1 day	3 day
R1	1,042.3	1,045.0
PP	1,041.5	1,043.5
S1	1,041.0	1,042.0

Download as Excel Spreadsheet

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

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