ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	1,040.1	1,043.1	3.0	0.3%	1,050.0
High	1,044.8	1,052.8	8.0	0.8%	1,057.0
Low	1,037.0	1,042.0	5.0	0.5%	1,035.8
Close	1,043.6	1,042.9	-0.7	-0.1%	1,046.7
Range	7.8	10.8	3.0	38.5%	21.2
ATR	12.7	12.5	-0.1	-1.1%	0.0
Volume	77,274	104,505	27,231	35.2%	399,426

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,078.3	1,071.5	1,048.8
R3	1,067.5	1,060.5	1,045.8
R2	1,056.8	1,056.8	1,045.0
R1	1,049.8	1,049.8	1,044.0	1,047.8
PP	1,046.0	1,046.0	1,046.0	1,045.0
S1	1,039.0	1,039.0	1,042.0	1,037.0
S2	1,035.0	1,035.0	1,041.0
S3	1,024.3	1,028.3	1,040.0
S4	1,013.5	1,017.5	1,037.0

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	1,054.3	1,035.8	18.5	1.8%	12.8	1.2%	38%	False	False	87,929
10	1,057.0	1,035.8	21.2	2.0%	11.5	1.1%	33%	False	False	80,790
20	1,057.0	977.8	79.2	7.6%	11.3	1.1%	82%	False	False	83,581
40	1,057.0	938.0	119.0	11.4%	14.3	1.4%	88%	False	False	96,468
60	1,057.0	938.0	119.0	11.4%	12.0	1.1%	88%	False	False	64,375
80	1,057.0	893.4	163.6	15.7%	9.3	0.9%	91%	False	False	48,282

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	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,098.8
2.618	1,081.0
1.618	1,070.3
1.000	1,063.5
0.618	1,059.5
HIGH	1,052.8
0.618	1,048.8
0.500	1,047.5
0.382	1,046.3
LOW	1,042.0
0.618	1,035.3
1.000	1,031.3
1.618	1,024.5
2.618	1,013.8
4.250	996.0

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	1,047.5	1,044.3
PP	1,046.0	1,043.8
S1	1,044.5	1,043.3

Download as Excel Spreadsheet

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

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