ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 1,131.3 1,126.1 -5.2 -0.5% 1,140.5
High 1,135.6 1,131.7 -3.9 -0.3% 1,148.3
Low 1,115.6 1,086.6 -29.0 -2.6% 1,115.6
Close 1,128.3 1,090.1 -38.2 -3.4% 1,128.3
Range 20.0 45.1 25.1 125.5% 32.7
ATR 17.7 19.6 2.0 11.1% 0.0
Volume 145,684 217,616 71,932 49.4% 791,161
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,238.0 1,209.3 1,115.0
R3 1,193.0 1,164.0 1,102.5
R2 1,148.0 1,148.0 1,098.3
R1 1,119.0 1,119.0 1,094.3 1,111.0
PP 1,102.8 1,102.8 1,102.8 1,098.8
S1 1,074.0 1,074.0 1,086.0 1,065.8
S2 1,057.8 1,057.8 1,081.8
S3 1,012.5 1,028.8 1,077.8
S4 967.5 983.8 1,065.3
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1,228.8 1,211.3 1,146.3
R3 1,196.3 1,178.5 1,137.3
R2 1,163.5 1,163.5 1,134.3
R1 1,145.8 1,145.8 1,131.3 1,138.3
PP 1,130.8 1,130.8 1,130.8 1,127.0
S1 1,113.3 1,113.3 1,125.3 1,105.5
S2 1,098.0 1,098.0 1,122.3
S3 1,065.3 1,080.5 1,119.3
S4 1,032.8 1,047.8 1,110.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,145.5 1,086.6 58.9 5.4% 27.8 2.6% 6% False True 165,327
10 1,181.3 1,086.6 94.7 8.7% 24.8 2.3% 4% False True 143,551
20 1,181.3 1,086.6 94.7 8.7% 19.0 1.7% 4% False True 118,296
40 1,181.3 1,086.6 94.7 8.7% 16.3 1.5% 4% False True 93,171
60 1,181.3 1,079.2 102.1 9.4% 13.5 1.2% 11% False False 62,125
80 1,181.3 1,062.7 118.6 10.9% 10.0 0.9% 23% False False 46,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 1,323.5
2.618 1,249.8
1.618 1,204.8
1.000 1,176.8
0.618 1,159.5
HIGH 1,131.8
0.618 1,114.5
0.500 1,109.3
0.382 1,103.8
LOW 1,086.5
0.618 1,058.8
1.000 1,041.5
1.618 1,013.8
2.618 968.5
4.250 895.0
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 1,109.3 1,114.8
PP 1,102.8 1,106.5
S1 1,096.5 1,098.3

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

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