ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1,204.5 1,204.9 0.4 0.0% 1,174.3
High 1,208.9 1,212.7 3.8 0.3% 1,212.7
Low 1,200.6 1,196.6 -4.0 -0.3% 1,162.1
Close 1,203.3 1,203.9 0.6 0.0% 1,203.9
Range 8.3 16.1 7.8 94.0% 50.6
ATR 17.3 17.3 -0.1 -0.5% 0.0
Volume 112,284 125,123 12,839 11.4% 700,009
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,252.8 1,244.5 1,212.8
R3 1,236.5 1,228.3 1,208.3
R2 1,220.5 1,220.5 1,206.8
R1 1,212.3 1,212.3 1,205.5 1,208.3
PP 1,204.5 1,204.5 1,204.5 1,202.5
S1 1,196.0 1,196.0 1,202.5 1,192.3
S2 1,188.3 1,188.3 1,201.0
S3 1,172.3 1,180.0 1,199.5
S4 1,156.0 1,164.0 1,195.0
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,344.8 1,325.0 1,231.8
R3 1,294.0 1,274.3 1,217.8
R2 1,243.5 1,243.5 1,213.3
R1 1,223.8 1,223.8 1,208.5 1,233.5
PP 1,193.0 1,193.0 1,193.0 1,197.8
S1 1,173.0 1,173.0 1,199.3 1,183.0
S2 1,142.3 1,142.3 1,194.5
S3 1,091.8 1,122.5 1,190.0
S4 1,041.0 1,072.0 1,176.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,212.7 1,162.1 50.6 4.2% 17.0 1.4% 83% True False 140,001
10 1,212.7 1,159.6 53.1 4.4% 16.8 1.4% 83% True False 132,710
20 1,212.7 1,089.9 122.8 10.2% 16.8 1.4% 93% True False 122,508
40 1,212.7 1,078.0 134.7 11.2% 18.0 1.5% 93% True False 124,178
60 1,212.7 1,078.0 134.7 11.2% 16.8 1.4% 93% True False 110,110
80 1,212.7 1,078.0 134.7 11.2% 14.3 1.2% 93% True False 82,707
100 1,212.7 1,078.0 134.7 11.2% 12.0 1.0% 93% True False 66,166
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,281.0
2.618 1,254.8
1.618 1,238.8
1.000 1,228.8
0.618 1,222.8
HIGH 1,212.8
0.618 1,206.5
0.500 1,204.8
0.382 1,202.8
LOW 1,196.5
0.618 1,186.8
1.000 1,180.5
1.618 1,170.5
2.618 1,154.5
4.250 1,128.3
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1,204.8 1,204.8
PP 1,204.5 1,204.5
S1 1,204.3 1,204.3

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

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