ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1,115.3 1,116.0 0.7 0.1% 1,112.0
High 1,121.2 1,121.8 0.6 0.1% 1,120.5
Low 1,109.9 1,110.8 0.9 0.1% 1,103.2
Close 1,116.8 1,118.8 2.0 0.2% 1,115.6
Range 11.3 11.0 -0.3 -2.7% 17.3
ATR 13.4 13.2 -0.2 -1.3% 0.0
Volume 72,986 85,665 12,679 17.4% 451,565
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,150.3 1,145.5 1,124.8
R3 1,139.3 1,134.5 1,121.8
R2 1,128.3 1,128.3 1,120.8
R1 1,123.5 1,123.5 1,119.8 1,125.8
PP 1,117.3 1,117.3 1,117.3 1,118.3
S1 1,112.5 1,112.5 1,117.8 1,114.8
S2 1,106.3 1,106.3 1,116.8
S3 1,095.3 1,101.5 1,115.8
S4 1,084.3 1,090.5 1,112.8
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 1,121.8 1,103.2 18.6 1.7% 9.8 0.9% 84% True False 82,555
10 1,121.8 1,079.7 42.1 3.8% 11.3 1.0% 93% True False 90,268
20 1,121.8 1,034.7 87.1 7.8% 14.3 1.3% 97% True False 102,672
40 1,121.8 1,009.6 112.2 10.0% 13.5 1.2% 97% True False 92,089
60 1,121.8 1,003.2 118.6 10.6% 10.8 1.0% 97% True False 61,399
80 1,121.8 1,003.2 118.6 10.6% 8.3 0.7% 97% True False 46,049
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,168.5
2.618 1,150.5
1.618 1,139.5
1.000 1,132.8
0.618 1,128.5
HIGH 1,121.8
0.618 1,117.5
0.500 1,116.3
0.382 1,115.0
LOW 1,110.8
0.618 1,104.0
1.000 1,099.8
1.618 1,093.0
2.618 1,082.0
4.250 1,064.0
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1,118.0 1,117.8
PP 1,117.3 1,116.8
S1 1,116.3 1,115.8

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

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