ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	1,064.3	1,073.4	9.1	0.9%	1,026.9
High	1,078.3	1,078.8	0.5	0.0%	1,054.0
Low	1,054.3	1,068.4	14.1	1.3%	1,026.9
Close	1,072.8	1,074.3	1.5	0.1%	1,049.8
Range	24.0	10.4	-13.6	-56.7%	27.1
ATR	12.2	12.1	-0.1	-1.1%	0.0
Volume	148,930	109,553	-39,377	-26.4%	264,347

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,105.0	1,100.0	1,080.0
R3	1,094.8	1,089.8	1,077.3
R2	1,084.3	1,084.3	1,076.3
R1	1,079.3	1,079.3	1,075.3	1,081.8
PP	1,073.8	1,073.8	1,073.8	1,075.0
S1	1,068.8	1,068.8	1,073.3	1,071.3
S2	1,063.5	1,063.5	1,072.5
S3	1,053.0	1,058.5	1,071.5
S4	1,042.8	1,048.0	1,068.5

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	1,078.8	1,043.0	35.8	3.3%	15.0	1.4%	87%	True	False	130,785
10	1,078.8	1,009.6	69.2	6.4%	13.5	1.3%	93%	True	False	79,671
20	1,078.8	1,003.2	75.6	7.0%	11.0	1.0%	94%	True	False	40,032
40	1,078.8	1,003.2	75.6	7.0%	6.8	0.6%	94%	True	False	20,017
60	1,078.8	970.2	108.6	10.1%	4.5	0.4%	96%	True	False	13,346

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	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,123.0
2.618	1,106.0
1.618	1,095.8
1.000	1,089.3
0.618	1,085.3
HIGH	1,078.8
0.618	1,074.8
0.500	1,073.5
0.382	1,072.3
LOW	1,068.5
0.618	1,062.0
1.000	1,058.0
1.618	1,051.5
2.618	1,041.3
4.250	1,024.3

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	1,074.0	1,071.0
PP	1,073.8	1,067.5
S1	1,073.5	1,064.3

Download as Excel Spreadsheet

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

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