ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	1,046.7	1,055.2	8.5	0.8%	1,026.9
High	1,051.5	1,066.2	14.7	1.4%	1,054.0
Low	1,043.0	1,050.2	7.2	0.7%	1,026.9
Close	1,049.8	1,051.5	1.7	0.2%	1,049.8
Range	8.5	16.0	7.5	88.2%	27.1
ATR	10.5	11.0	0.4	4.0%	0.0
Volume	124,678	152,148	27,470	22.0%	264,347

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,104.0	1,093.8	1,060.3
R3	1,088.0	1,077.8	1,056.0
R2	1,072.0	1,072.0	1,054.5
R1	1,061.8	1,061.8	1,053.0	1,058.8
PP	1,056.0	1,056.0	1,056.0	1,054.5
S1	1,045.8	1,045.8	1,050.0	1,042.8
S2	1,040.0	1,040.0	1,048.5
S3	1,024.0	1,029.8	1,047.0
S4	1,008.0	1,013.8	1,042.8

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,124.8	1,114.5	1,064.8
R3	1,097.8	1,087.3	1,057.3
R2	1,070.8	1,070.8	1,054.8
R1	1,060.3	1,060.3	1,052.3	1,065.5
PP	1,043.5	1,043.5	1,043.5	1,046.3
S1	1,033.3	1,033.3	1,047.3	1,038.3
S2	1,016.5	1,016.5	1,044.8
S3	989.3	1,006.0	1,042.3
S4	962.3	979.0	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	1,066.2	1,041.1	25.1	2.4%	10.0	1.0%	41%	True	False	82,294
10	1,066.2	1,003.2	63.0	6.0%	12.3	1.2%	77%	True	False	42,350
20	1,066.2	1,003.2	63.0	6.0%	10.0	0.9%	77%	True	False	21,178
40	1,066.2	1,003.2	63.0	6.0%	5.5	0.5%	77%	True	False	10,590
60	1,066.2	953.2	113.0	10.7%	3.8	0.4%	87%	True	False	7,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,134.3
2.618	1,108.0
1.618	1,092.0
1.000	1,082.3
0.618	1,076.0
HIGH	1,066.3
0.618	1,060.0
0.500	1,058.3
0.382	1,056.3
LOW	1,050.3
0.618	1,040.3
1.000	1,034.3
1.618	1,024.3
2.618	1,008.3
4.250	982.3

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	1,058.3	1,054.5
PP	1,056.0	1,053.5
S1	1,053.8	1,052.5

Download as Excel Spreadsheet

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

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