ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 1,168.5 1,171.6 3.1 0.3% 1,161.3
High 1,175.2 1,180.1 4.9 0.4% 1,172.9
Low 1,164.0 1,169.2 5.2 0.4% 1,138.6
Close 1,172.1 1,178.3 6.2 0.5% 1,166.5
Range 11.2 10.9 -0.3 -2.7% 34.3
ATR 12.4 12.3 -0.1 -0.9% 0.0
Volume 82,601 63,088 -19,513 -23.6% 463,164
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,208.5 1,204.3 1,184.3
R3 1,197.8 1,193.5 1,181.3
R2 1,186.8 1,186.8 1,180.3
R1 1,182.5 1,182.5 1,179.3 1,184.8
PP 1,175.8 1,175.8 1,175.8 1,177.0
S1 1,171.8 1,171.8 1,177.3 1,173.8
S2 1,165.0 1,165.0 1,176.3
S3 1,154.0 1,160.8 1,175.3
S4 1,143.3 1,149.8 1,172.3
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,262.3 1,248.8 1,185.3
R3 1,228.0 1,214.3 1,176.0
R2 1,193.8 1,193.8 1,172.8
R1 1,180.0 1,180.0 1,169.8 1,186.8
PP 1,159.3 1,159.3 1,159.3 1,162.8
S1 1,145.8 1,145.8 1,163.3 1,152.5
S2 1,125.0 1,125.0 1,160.3
S3 1,090.8 1,111.5 1,157.0
S4 1,056.5 1,077.3 1,147.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,180.1 1,158.5 21.6 1.8% 9.8 0.8% 92% True False 72,521
10 1,180.1 1,138.6 41.5 3.5% 12.3 1.0% 96% True False 87,488
20 1,180.1 1,138.6 41.5 3.5% 11.8 1.0% 96% True False 74,539
40 1,180.1 1,092.0 88.1 7.5% 12.0 1.0% 98% True False 60,941
60 1,180.1 1,079.2 100.9 8.6% 9.8 0.8% 98% True False 40,628
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,226.5
2.618 1,208.8
1.618 1,197.8
1.000 1,191.0
0.618 1,186.8
HIGH 1,180.0
0.618 1,176.0
0.500 1,174.8
0.382 1,173.3
LOW 1,169.3
0.618 1,162.5
1.000 1,158.3
1.618 1,151.5
2.618 1,140.8
4.250 1,123.0
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 1,177.0 1,176.0
PP 1,175.8 1,173.8
S1 1,174.8 1,171.8

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

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