ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1,152.0 1,154.4 2.4 0.2% 1,157.2
High 1,157.2 1,160.7 3.5 0.3% 1,164.2
Low 1,146.9 1,147.7 0.8 0.1% 1,142.9
Close 1,154.9 1,154.5 -0.4 0.0% 1,153.8
Range 10.3 13.0 2.7 26.2% 21.3
ATR 12.5 12.5 0.0 0.3% 0.0
Volume 86,639 95,168 8,529 9.8% 255,306
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,193.3 1,187.0 1,161.8
R3 1,180.3 1,174.0 1,158.0
R2 1,167.3 1,167.3 1,157.0
R1 1,161.0 1,161.0 1,155.8 1,164.0
PP 1,154.3 1,154.3 1,154.3 1,156.0
S1 1,148.0 1,148.0 1,153.3 1,151.0
S2 1,141.3 1,141.3 1,152.0
S3 1,128.3 1,135.0 1,151.0
S4 1,115.3 1,122.0 1,147.3
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 1,160.7 1,142.5 18.2 1.6% 13.0 1.1% 66% True False 90,606
10 1,166.4 1,142.5 23.9 2.1% 11.3 1.0% 50% False False 71,709
20 1,166.4 1,092.0 74.4 6.4% 13.8 1.2% 84% False False 86,369
40 1,166.4 1,092.0 74.4 6.4% 11.0 0.9% 84% False False 43,615
60 1,166.4 1,079.2 87.2 7.6% 8.0 0.7% 86% False False 29,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,216.0
2.618 1,194.8
1.618 1,181.8
1.000 1,173.8
0.618 1,168.8
HIGH 1,160.8
0.618 1,155.8
0.500 1,154.3
0.382 1,152.8
LOW 1,147.8
0.618 1,139.8
1.000 1,134.8
1.618 1,126.8
2.618 1,113.8
4.250 1,092.5
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1,154.5 1,153.8
PP 1,154.3 1,153.0
S1 1,154.3 1,152.3

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

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