ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	04-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	986.2	993.8	7.6	0.8%	981.6
High	986.2	993.8	7.6	0.8%	993.8
Low	986.2	993.6	7.4	0.8%	981.6
Close	986.2	999.5	13.3	1.3%	999.5
Range	0.0	0.2	0.2		12.2
ATR
Volume	15	15	0	0.0%	77

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	996.3	998.0	999.5
R3	996.0	997.8	999.5
R2	995.8	995.8	999.5
R1	997.8	997.8	999.5	996.8
PP	995.8	995.8	995.8	995.3
S1	997.5	997.5	999.5	996.5
S2	995.5	995.5	999.5
S3	995.3	997.3	999.5
S4	995.0	997.0	999.5

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,028.3	1,026.0	1,006.3
R3	1,016.0	1,013.8	1,002.8
R2	1,003.8	1,003.8	1,001.8
R1	1,001.8	1,001.8	1,000.5	1,002.8
PP	991.8	991.8	991.8	992.3
S1	989.5	989.5	998.5	990.5
S2	979.5	979.5	997.3
S3	967.3	977.3	996.3
S4	955.0	965.0	992.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	993.8	981.6	12.2	1.2%	0.0	0.0%	147%	True	False	15
10	993.8	943.6	50.2	5.0%	0.0	0.0%	111%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	994.8
2.618	994.3
1.618	994.0
1.000	994.0
0.618	994.0
HIGH	993.8
0.618	993.8
0.500	993.8
0.382	993.8
LOW	993.5
0.618	993.5
1.000	993.5
1.618	993.3
2.618	993.0
4.250	992.8

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	997.5	996.3
PP	995.8	993.3
S1	993.8	990.0

Download as Excel Spreadsheet

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

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