ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1,174.3 1,176.7 2.4 0.2% 1,163.9
High 1,179.2 1,212.5 33.3 2.8% 1,193.7
Low 1,162.1 1,175.8 13.7 1.2% 1,159.6
Close 1,175.2 1,205.6 30.4 2.6% 1,181.9
Range 17.1 36.7 19.6 114.6% 34.1
ATR 17.5 18.9 1.4 8.1% 0.0
Volume 168,396 182,428 14,032 8.3% 627,100
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,308.0 1,293.5 1,225.8
R3 1,271.3 1,256.8 1,215.8
R2 1,234.8 1,234.8 1,212.3
R1 1,220.3 1,220.3 1,209.0 1,227.5
PP 1,198.0 1,198.0 1,198.0 1,201.5
S1 1,183.5 1,183.5 1,202.3 1,190.8
S2 1,161.3 1,161.3 1,198.8
S3 1,124.5 1,146.8 1,195.5
S4 1,087.8 1,110.0 1,185.5
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,280.8 1,265.5 1,200.8
R3 1,246.5 1,231.3 1,191.3
R2 1,212.5 1,212.5 1,188.3
R1 1,197.3 1,197.3 1,185.0 1,204.8
PP 1,178.5 1,178.5 1,178.5 1,182.3
S1 1,163.0 1,163.0 1,178.8 1,170.8
S2 1,144.3 1,144.3 1,175.8
S3 1,110.3 1,129.0 1,172.5
S4 1,076.0 1,095.0 1,163.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,212.5 1,162.1 50.4 4.2% 21.5 1.8% 86% True False 153,516
10 1,212.5 1,141.1 71.4 5.9% 18.3 1.5% 90% True False 129,966
20 1,212.5 1,078.0 134.5 11.2% 17.5 1.5% 95% True False 126,994
40 1,212.5 1,078.0 134.5 11.2% 18.3 1.5% 95% True False 122,645
60 1,212.5 1,078.0 134.5 11.2% 16.5 1.4% 95% True False 104,445
80 1,212.5 1,078.0 134.5 11.2% 14.5 1.2% 95% True False 78,343
100 1,212.5 1,062.7 149.8 12.4% 11.5 1.0% 95% True False 62,675
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 4.9
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,368.5
2.618 1,308.5
1.618 1,272.0
1.000 1,249.3
0.618 1,235.3
HIGH 1,212.5
0.618 1,198.5
0.500 1,194.3
0.382 1,189.8
LOW 1,175.8
0.618 1,153.0
1.000 1,139.0
1.618 1,116.5
2.618 1,079.8
4.250 1,019.8
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1,201.8 1,199.5
PP 1,198.0 1,193.5
S1 1,194.3 1,187.3

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

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