ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 1,174.2 1,175.4 1.2 0.1% 1,175.1
High 1,187.9 1,184.3 -3.6 -0.3% 1,204.8
Low 1,165.8 1,148.4 -17.4 -1.5% 1,169.2
Close 1,174.0 1,150.2 -23.8 -2.0% 1,187.2
Range 22.1 35.9 13.8 62.4% 35.6
ATR 17.4 18.7 1.3 7.6% 0.0
Volume 129,427 167,250 37,823 29.2% 734,505
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,268.8 1,245.3 1,170.0
R3 1,232.8 1,209.5 1,160.0
R2 1,196.8 1,196.8 1,156.8
R1 1,173.5 1,173.5 1,153.5 1,167.3
PP 1,161.0 1,161.0 1,161.0 1,157.8
S1 1,137.8 1,137.8 1,147.0 1,131.3
S2 1,125.0 1,125.0 1,143.5
S3 1,089.3 1,101.8 1,140.3
S4 1,053.3 1,065.8 1,130.5
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,293.8 1,276.3 1,206.8
R3 1,258.3 1,240.5 1,197.0
R2 1,222.8 1,222.8 1,193.8
R1 1,205.0 1,205.0 1,190.5 1,213.8
PP 1,187.0 1,187.0 1,187.0 1,191.5
S1 1,169.3 1,169.3 1,184.0 1,178.3
S2 1,151.5 1,151.5 1,180.8
S3 1,115.8 1,133.8 1,177.5
S4 1,080.3 1,098.3 1,167.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,204.8 1,148.4 56.4 4.9% 24.3 2.1% 3% False True 132,584
10 1,204.8 1,148.4 56.4 4.9% 23.0 2.0% 3% False True 145,568
20 1,208.2 1,148.4 59.8 5.2% 18.8 1.6% 3% False True 74,799
40 1,208.2 1,085.1 123.1 10.7% 12.0 1.0% 53% False False 37,414
60 1,208.2 1,085.1 123.1 10.7% 8.5 0.7% 53% False False 24,944
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 6.1
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1,337.0
2.618 1,278.3
1.618 1,242.5
1.000 1,220.3
0.618 1,206.5
HIGH 1,184.3
0.618 1,170.5
0.500 1,166.3
0.382 1,162.0
LOW 1,148.5
0.618 1,126.3
1.000 1,112.5
1.618 1,090.3
2.618 1,054.5
4.250 995.8
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 1,166.3 1,171.0
PP 1,161.0 1,164.3
S1 1,155.5 1,157.3

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

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