ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1,195.7 1,200.8 5.1 0.4% 1,179.9
High 1,201.8 1,206.6 4.8 0.4% 1,206.6
Low 1,188.5 1,200.0 11.5 1.0% 1,173.3
Close 1,200.0 1,205.1 5.1 0.4% 1,205.1
Range 13.3 6.6 -6.7 -50.4% 33.3
ATR 18.3 17.5 -0.8 -4.6% 0.0
Volume 19,092 369 -18,723 -98.1% 216,946
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,223.8 1,221.0 1,208.8
R3 1,217.0 1,214.5 1,207.0
R2 1,210.5 1,210.5 1,206.3
R1 1,207.8 1,207.8 1,205.8 1,209.3
PP 1,204.0 1,204.0 1,204.0 1,204.5
S1 1,201.3 1,201.3 1,204.5 1,202.5
S2 1,197.3 1,197.3 1,204.0
S3 1,190.8 1,194.8 1,203.3
S4 1,184.0 1,188.0 1,201.5
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,295.0 1,283.3 1,223.5
R3 1,261.5 1,250.0 1,214.3
R2 1,228.3 1,228.3 1,211.3
R1 1,216.8 1,216.8 1,208.3 1,222.5
PP 1,195.0 1,195.0 1,195.0 1,198.0
S1 1,183.5 1,183.5 1,202.0 1,189.3
S2 1,161.8 1,161.8 1,199.0
S3 1,128.5 1,150.3 1,196.0
S4 1,095.0 1,116.8 1,186.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,206.6 1,173.3 33.3 2.8% 17.3 1.4% 96% True False 43,389
10 1,206.6 1,169.3 37.3 3.1% 18.0 1.5% 96% True False 93,285
20 1,212.7 1,159.6 53.1 4.4% 17.5 1.4% 86% False False 112,998
40 1,212.7 1,078.0 134.7 11.2% 19.3 1.6% 94% False False 125,040
60 1,212.7 1,078.0 134.7 11.2% 16.8 1.4% 94% False False 109,105
80 1,212.7 1,078.0 134.7 11.2% 16.0 1.3% 94% False False 94,367
100 1,212.7 1,078.0 134.7 11.2% 13.8 1.1% 94% False False 75,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.6
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,234.8
2.618 1,224.0
1.618 1,217.3
1.000 1,213.3
0.618 1,210.8
HIGH 1,206.5
0.618 1,204.0
0.500 1,203.3
0.382 1,202.5
LOW 1,200.0
0.618 1,196.0
1.000 1,193.5
1.618 1,189.3
2.618 1,182.8
4.250 1,172.0
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1,204.5 1,202.5
PP 1,204.0 1,199.8
S1 1,203.3 1,197.0

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

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