ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 1,150.1 1,152.8 2.7 0.2% 1,157.2
High 1,155.6 1,159.3 3.7 0.3% 1,164.2
Low 1,145.8 1,142.5 -3.3 -0.3% 1,142.9
Close 1,153.8 1,144.8 -9.0 -0.8% 1,153.8
Range 9.8 16.8 7.0 71.4% 21.3
ATR 12.2 12.5 0.3 2.7% 0.0
Volume 70,004 105,842 35,838 51.2% 255,306
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,199.3 1,188.8 1,154.0
R3 1,182.5 1,172.0 1,149.5
R2 1,165.8 1,165.8 1,148.0
R1 1,155.3 1,155.3 1,146.3 1,152.0
PP 1,148.8 1,148.8 1,148.8 1,147.3
S1 1,138.5 1,138.5 1,143.3 1,135.3
S2 1,132.0 1,132.0 1,141.8
S3 1,115.3 1,121.8 1,140.3
S4 1,098.5 1,104.8 1,135.5
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,217.5 1,207.0 1,165.5
R3 1,196.3 1,185.8 1,159.8
R2 1,175.0 1,175.0 1,157.8
R1 1,164.3 1,164.3 1,155.8 1,159.0
PP 1,153.8 1,153.8 1,153.8 1,151.0
S1 1,143.0 1,143.0 1,151.8 1,137.8
S2 1,132.3 1,132.3 1,150.0
S3 1,111.0 1,121.8 1,148.0
S4 1,089.8 1,100.5 1,142.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,164.2 1,142.5 21.7 1.9% 11.0 1.0% 11% False True 72,229
10 1,166.4 1,121.6 44.8 3.9% 11.8 1.0% 52% False False 61,916
20 1,166.4 1,092.0 74.4 6.5% 13.8 1.2% 71% False False 73,250
40 1,166.4 1,079.2 87.2 7.6% 10.5 0.9% 75% False False 36,686
60 1,166.4 1,079.0 87.4 7.6% 7.5 0.6% 75% False False 24,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,230.8
2.618 1,203.3
1.618 1,186.5
1.000 1,176.0
0.618 1,169.8
HIGH 1,159.3
0.618 1,153.0
0.500 1,151.0
0.382 1,149.0
LOW 1,142.5
0.618 1,132.0
1.000 1,125.8
1.618 1,115.3
2.618 1,098.5
4.250 1,071.0
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 1,151.0 1,151.0
PP 1,148.8 1,148.8
S1 1,146.8 1,146.8

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

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