ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 1,152.4 1,162.0 9.6 0.8% 1,102.0
High 1,162.0 1,166.4 4.4 0.4% 1,145.0
Low 1,151.6 1,157.6 6.0 0.5% 1,092.0
Close 1,161.2 1,159.9 -1.3 -0.1% 1,144.0
Range 10.4 8.8 -1.6 -15.4% 53.0
ATR 13.3 13.0 -0.3 -2.4% 0.0
Volume 24,394 38,557 14,163 58.1% 661,702
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,187.8 1,182.5 1,164.8
R3 1,179.0 1,173.8 1,162.3
R2 1,170.0 1,170.0 1,161.5
R1 1,165.0 1,165.0 1,160.8 1,163.3
PP 1,161.3 1,161.3 1,161.3 1,160.5
S1 1,156.3 1,156.3 1,159.0 1,154.3
S2 1,152.5 1,152.5 1,158.3
S3 1,143.8 1,147.5 1,157.5
S4 1,135.0 1,138.5 1,155.0
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,286.0 1,268.0 1,173.3
R3 1,233.0 1,215.0 1,158.5
R2 1,180.0 1,180.0 1,153.8
R1 1,162.0 1,162.0 1,148.8 1,171.0
PP 1,127.0 1,127.0 1,127.0 1,131.5
S1 1,109.0 1,109.0 1,139.3 1,118.0
S2 1,074.0 1,074.0 1,134.3
S3 1,021.0 1,056.0 1,129.5
S4 968.0 1,003.0 1,114.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,166.4 1,120.6 45.8 3.9% 13.3 1.1% 86% True False 66,491
10 1,166.4 1,092.0 74.4 6.4% 15.0 1.3% 91% True False 101,787
20 1,166.4 1,092.0 74.4 6.4% 13.3 1.1% 91% True False 53,300
40 1,166.4 1,079.2 87.2 7.5% 9.5 0.8% 93% True False 26,652
60 1,166.4 1,037.5 128.9 11.1% 6.3 0.5% 95% True False 17,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,203.8
2.618 1,189.5
1.618 1,180.8
1.000 1,175.3
0.618 1,171.8
HIGH 1,166.5
0.618 1,163.0
0.500 1,162.0
0.382 1,161.0
LOW 1,157.5
0.618 1,152.3
1.000 1,148.8
1.618 1,143.3
2.618 1,134.5
4.250 1,120.3
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 1,162.0 1,158.3
PP 1,161.3 1,156.8
S1 1,160.5 1,155.3

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

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