ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1,117.2 1,115.3 -1.9 -0.2% 1,112.0
High 1,120.0 1,121.2 1.2 0.1% 1,120.5
Low 1,111.2 1,109.9 -1.3 -0.1% 1,103.2
Close 1,115.6 1,116.8 1.2 0.1% 1,115.6
Range 8.8 11.3 2.5 28.4% 17.3
ATR 13.6 13.4 -0.2 -1.2% 0.0
Volume 76,533 72,986 -3,547 -4.6% 451,565
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,149.8 1,144.8 1,123.0
R3 1,138.5 1,133.3 1,120.0
R2 1,127.3 1,127.3 1,118.8
R1 1,122.0 1,122.0 1,117.8 1,124.8
PP 1,116.0 1,116.0 1,116.0 1,117.3
S1 1,110.8 1,110.8 1,115.8 1,113.3
S2 1,104.8 1,104.8 1,114.8
S3 1,093.3 1,099.5 1,113.8
S4 1,082.0 1,088.3 1,110.5
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,165.0 1,157.5 1,125.0
R3 1,147.8 1,140.3 1,120.3
R2 1,130.5 1,130.5 1,118.8
R1 1,123.0 1,123.0 1,117.3 1,126.8
PP 1,113.0 1,113.0 1,113.0 1,115.0
S1 1,105.8 1,105.8 1,114.0 1,109.5
S2 1,095.8 1,095.8 1,112.5
S3 1,078.5 1,088.5 1,110.8
S4 1,061.3 1,071.0 1,106.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,121.2 1,103.2 18.0 1.6% 10.3 0.9% 76% True False 88,409
10 1,121.2 1,074.1 47.1 4.2% 11.8 1.1% 91% True False 92,355
20 1,121.2 1,034.7 86.5 7.7% 14.5 1.3% 95% True False 103,664
40 1,121.2 1,003.2 118.0 10.6% 13.8 1.2% 96% True False 89,954
60 1,121.2 1,003.2 118.0 10.6% 10.5 0.9% 96% True False 59,971
80 1,121.2 1,003.2 118.0 10.6% 8.0 0.7% 96% True False 44,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,169.3
2.618 1,150.8
1.618 1,139.5
1.000 1,132.5
0.618 1,128.3
HIGH 1,121.3
0.618 1,117.0
0.500 1,115.5
0.382 1,114.3
LOW 1,110.0
0.618 1,103.0
1.000 1,098.5
1.618 1,091.5
2.618 1,080.3
4.250 1,062.0
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1,116.5 1,116.3
PP 1,116.0 1,115.5
S1 1,115.5 1,115.0

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

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