ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1,171.6 1,180.6 9.0 0.8% 1,161.3
High 1,180.1 1,181.3 1.2 0.1% 1,172.9
Low 1,169.2 1,162.5 -6.7 -0.6% 1,138.6
Close 1,178.3 1,171.3 -7.0 -0.6% 1,166.5
Range 10.9 18.8 7.9 72.5% 34.3
ATR 12.3 12.8 0.5 3.7% 0.0
Volume 63,088 110,138 47,050 74.6% 463,164
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,228.0 1,218.5 1,181.8
R3 1,209.3 1,199.8 1,176.5
R2 1,190.5 1,190.5 1,174.8
R1 1,181.0 1,181.0 1,173.0 1,176.3
PP 1,171.8 1,171.8 1,171.8 1,169.5
S1 1,162.0 1,162.0 1,169.5 1,157.5
S2 1,153.0 1,153.0 1,167.8
S3 1,134.0 1,143.3 1,166.3
S4 1,115.3 1,124.5 1,161.0
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 1,181.3 1,162.5 18.8 1.6% 11.3 1.0% 47% True True 77,617
10 1,181.3 1,138.6 42.7 3.6% 13.3 1.1% 77% True False 89,837
20 1,181.3 1,138.6 42.7 3.6% 12.0 1.0% 77% True False 77,235
40 1,181.3 1,092.0 89.3 7.6% 12.5 1.1% 89% True False 63,694
60 1,181.3 1,079.2 102.1 8.7% 10.0 0.9% 90% True False 42,464
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 2.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,261.3
2.618 1,230.5
1.618 1,211.8
1.000 1,200.0
0.618 1,193.0
HIGH 1,181.3
0.618 1,174.0
0.500 1,172.0
0.382 1,169.8
LOW 1,162.5
0.618 1,151.0
1.000 1,143.8
1.618 1,132.0
2.618 1,113.3
4.250 1,082.5
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1,172.0 1,172.0
PP 1,171.8 1,171.8
S1 1,171.5 1,171.5

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

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