ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	02-Sep-2013	03-Sep-2013	Change	Change %	Previous Week
Open	1,018.8	1,019.3	0.5	0.0%	1,036.5
High	1,021.0	1,024.3	3.3	0.3%	1,039.7
Low	1,018.8	1,003.2	-15.6	-1.5%	1,007.9
Close	1,021.0	1,012.4	-8.6	-0.8%	1,006.6
Range	2.2	21.1	18.9	859.1%	31.8
ATR	9.4	10.3	0.8	8.9%	0.0
Volume	7	299	292	4,171.4%	27

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,076.5	1,065.5	1,024.0
R3	1,055.5	1,044.5	1,018.3
R2	1,034.5	1,034.5	1,016.3
R1	1,023.5	1,023.5	1,014.3	1,018.3
PP	1,013.3	1,013.3	1,013.3	1,010.8
S1	1,002.3	1,002.3	1,010.5	997.3
S2	992.3	992.3	1,008.5
S3	971.0	981.3	1,006.5
S4	950.0	960.0	1,000.8

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,113.5	1,091.8	1,024.0
R3	1,081.8	1,060.0	1,015.3
R2	1,049.8	1,049.8	1,012.5
R1	1,028.3	1,028.3	1,009.5	1,023.3
PP	1,018.0	1,018.0	1,018.0	1,015.5
S1	996.5	996.5	1,003.8	991.3
S2	986.3	986.3	1,000.8
S3	954.5	964.8	997.8
S4	922.8	932.8	989.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,024.3	1,003.2	21.1	2.1%	8.8	0.9%	44%	True	True	64
10	1,039.7	1,003.2	36.5	3.6%	8.3	0.8%	25%	False	True	35
20	1,048.6	1,003.2	45.4	4.5%	5.3	0.5%	20%	False	True	19
40	1,058.4	1,003.2	55.2	5.5%	3.0	0.3%	17%	False	True	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1,114.0
2.618	1,079.5
1.618	1,058.5
1.000	1,045.5
0.618	1,037.3
HIGH	1,024.3
0.618	1,016.3
0.500	1,013.8
0.382	1,011.3
LOW	1,003.3
0.618	990.3
1.000	982.0
1.618	969.0
2.618	948.0
4.250	913.5

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	1,013.8	1,013.8
PP	1,013.3	1,013.3
S1	1,012.8	1,012.8

Download as Excel Spreadsheet

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

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