ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1,205.2 1,204.5 -0.7 -0.1% 1,163.9
High 1,207.7 1,208.9 1.2 0.1% 1,193.7
Low 1,201.0 1,200.6 -0.4 0.0% 1,159.6
Close 1,204.4 1,203.3 -1.1 -0.1% 1,181.9
Range 6.7 8.3 1.6 23.9% 34.1
ATR 18.0 17.3 -0.7 -3.9% 0.0
Volume 111,778 112,284 506 0.5% 627,100
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,229.3 1,224.5 1,207.8
R3 1,220.8 1,216.3 1,205.5
R2 1,212.5 1,212.5 1,204.8
R1 1,208.0 1,208.0 1,204.0 1,206.0
PP 1,204.3 1,204.3 1,204.3 1,203.3
S1 1,199.8 1,199.8 1,202.5 1,197.8
S2 1,196.0 1,196.0 1,201.8
S3 1,187.8 1,191.3 1,201.0
S4 1,179.3 1,183.0 1,198.8
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% 17.8 1.5% 82% False False 148,310
10 1,212.5 1,159.6 52.9 4.4% 16.0 1.3% 83% False False 129,249
20 1,212.5 1,089.1 123.4 10.3% 16.8 1.4% 93% False False 122,746
40 1,212.5 1,078.0 134.5 11.2% 18.0 1.5% 93% False False 123,216
60 1,212.5 1,078.0 134.5 11.2% 16.5 1.4% 93% False False 108,118
80 1,212.5 1,078.0 134.5 11.2% 14.3 1.2% 93% False False 81,143
100 1,212.5 1,078.0 134.5 11.2% 11.8 1.0% 93% False False 64,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,244.3
2.618 1,230.8
1.618 1,222.3
1.000 1,217.3
0.618 1,214.0
HIGH 1,209.0
0.618 1,205.8
0.500 1,204.8
0.382 1,203.8
LOW 1,200.5
0.618 1,195.5
1.000 1,192.3
1.618 1,187.3
2.618 1,178.8
4.250 1,165.3
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1,204.8 1,200.3
PP 1,204.3 1,197.3
S1 1,203.8 1,194.3

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

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