ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 1,179.9 1,186.2 6.3 0.5% 1,201.1
High 1,197.8 1,205.7 7.9 0.7% 1,204.5
Low 1,173.3 1,181.8 8.5 0.7% 1,169.3
Close 1,186.0 1,203.1 17.1 1.4% 1,180.5
Range 24.5 23.9 -0.6 -2.4% 35.2
ATR 18.3 18.7 0.4 2.2% 0.0
Volume 74,857 69,458 -5,399 -7.2% 715,907
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,268.5 1,259.8 1,216.3
R3 1,244.8 1,235.8 1,209.8
R2 1,220.8 1,220.8 1,207.5
R1 1,212.0 1,212.0 1,205.3 1,216.3
PP 1,196.8 1,196.8 1,196.8 1,199.0
S1 1,188.0 1,188.0 1,201.0 1,192.5
S2 1,173.0 1,173.0 1,198.8
S3 1,149.0 1,164.3 1,196.5
S4 1,125.3 1,140.3 1,190.0
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,290.3 1,270.8 1,199.8
R3 1,255.3 1,235.5 1,190.3
R2 1,220.0 1,220.0 1,187.0
R1 1,200.3 1,200.3 1,183.8 1,192.5
PP 1,184.8 1,184.8 1,184.8 1,181.0
S1 1,165.0 1,165.0 1,177.3 1,157.3
S2 1,149.5 1,149.5 1,174.0
S3 1,114.3 1,129.8 1,170.8
S4 1,079.3 1,094.8 1,161.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,205.7 1,169.3 36.4 3.0% 21.5 1.8% 93% True False 121,548
10 1,212.7 1,169.3 43.4 3.6% 17.3 1.4% 78% False False 120,940
20 1,212.7 1,141.1 71.6 6.0% 17.8 1.5% 87% False False 125,453
40 1,212.7 1,078.0 134.7 11.2% 19.3 1.6% 93% False False 129,620
60 1,212.7 1,078.0 134.7 11.2% 17.0 1.4% 93% False False 112,386
80 1,212.7 1,078.0 134.7 11.2% 15.8 1.3% 93% False False 93,460
100 1,212.7 1,078.0 134.7 11.2% 13.3 1.1% 93% False False 74,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,307.3
2.618 1,268.3
1.618 1,244.3
1.000 1,229.5
0.618 1,220.5
HIGH 1,205.8
0.618 1,196.5
0.500 1,193.8
0.382 1,191.0
LOW 1,181.8
0.618 1,167.0
1.000 1,158.0
1.618 1,143.3
2.618 1,119.3
4.250 1,080.3
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 1,200.0 1,198.0
PP 1,196.8 1,192.8
S1 1,193.8 1,187.5

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

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