ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1,159.4 1,169.5 10.1 0.9% 1,152.8
High 1,169.5 1,170.4 0.9 0.1% 1,162.2
Low 1,158.5 1,164.8 6.3 0.5% 1,142.5
Close 1,168.7 1,167.9 -0.8 -0.1% 1,161.3
Range 11.0 5.6 -5.4 -49.1% 19.7
ATR 13.3 12.8 -0.6 -4.1% 0.0
Volume 84,654 65,420 -19,234 -22.7% 467,248
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,184.5 1,181.8 1,171.0
R3 1,179.0 1,176.3 1,169.5
R2 1,173.3 1,173.3 1,169.0
R1 1,170.5 1,170.5 1,168.5 1,169.3
PP 1,167.8 1,167.8 1,167.8 1,167.0
S1 1,165.0 1,165.0 1,167.5 1,163.5
S2 1,162.0 1,162.0 1,166.8
S3 1,156.5 1,159.5 1,166.3
S4 1,151.0 1,153.8 1,164.8
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,214.5 1,207.5 1,172.3
R3 1,194.8 1,187.8 1,166.8
R2 1,175.0 1,175.0 1,165.0
R1 1,168.3 1,168.3 1,163.0 1,171.5
PP 1,155.3 1,155.3 1,155.3 1,157.0
S1 1,148.5 1,148.5 1,159.5 1,152.0
S2 1,135.8 1,135.8 1,157.8
S3 1,116.0 1,128.8 1,156.0
S4 1,096.3 1,109.0 1,150.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,170.4 1,138.6 31.8 2.7% 13.8 1.2% 92% True False 96,108
10 1,170.4 1,138.6 31.8 2.7% 13.3 1.1% 92% True False 93,357
20 1,170.4 1,105.3 65.1 5.6% 13.3 1.1% 96% True False 81,637
40 1,170.4 1,092.0 78.4 6.7% 12.0 1.0% 97% True False 55,628
60 1,170.4 1,079.2 91.2 7.8% 9.3 0.8% 97% True False 37,086
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 3.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,194.3
2.618 1,185.0
1.618 1,179.5
1.000 1,176.0
0.618 1,173.8
HIGH 1,170.5
0.618 1,168.3
0.500 1,167.5
0.382 1,167.0
LOW 1,164.8
0.618 1,161.3
1.000 1,159.3
1.618 1,155.8
2.618 1,150.3
4.250 1,141.0
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1,167.8 1,164.5
PP 1,167.8 1,161.3
S1 1,167.5 1,158.0

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

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