ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 1,139.7 1,156.6 16.9 1.5% 1,150.0
High 1,157.1 1,157.5 0.4 0.0% 1,191.1
Low 1,138.5 1,118.1 -20.4 -1.8% 1,144.7
Close 1,155.1 1,122.8 -32.3 -2.8% 1,150.3
Range 18.6 39.4 20.8 111.8% 46.4
ATR 20.5 21.9 1.3 6.6% 0.0
Volume 111,913 167,782 55,869 49.9% 652,505
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,251.0 1,226.3 1,144.5
R3 1,211.5 1,187.0 1,133.8
R2 1,172.3 1,172.3 1,130.0
R1 1,147.5 1,147.5 1,126.5 1,140.3
PP 1,132.8 1,132.8 1,132.8 1,129.0
S1 1,108.0 1,108.0 1,119.3 1,100.8
S2 1,093.5 1,093.5 1,115.5
S3 1,054.0 1,068.8 1,112.0
S4 1,014.5 1,029.3 1,101.3
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,301.3 1,272.3 1,175.8
R3 1,254.8 1,225.8 1,163.0
R2 1,208.5 1,208.5 1,158.8
R1 1,179.3 1,179.3 1,154.5 1,194.0
PP 1,162.0 1,162.0 1,162.0 1,169.3
S1 1,133.0 1,133.0 1,146.0 1,147.5
S2 1,115.8 1,115.8 1,141.8
S3 1,069.3 1,086.5 1,137.5
S4 1,022.8 1,040.3 1,124.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,186.4 1,118.1 68.3 6.1% 29.3 2.6% 7% False True 153,640
10 1,191.1 1,118.1 73.0 6.5% 23.8 2.1% 6% False True 134,955
20 1,204.8 1,118.1 86.7 7.7% 23.0 2.0% 5% False True 141,756
40 1,208.2 1,118.1 90.1 8.0% 17.5 1.6% 5% False True 74,829
60 1,208.2 1,085.1 123.1 11.0% 12.5 1.1% 31% False False 49,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,325.0
2.618 1,260.8
1.618 1,221.3
1.000 1,197.0
0.618 1,181.8
HIGH 1,157.5
0.618 1,142.5
0.500 1,137.8
0.382 1,133.3
LOW 1,118.0
0.618 1,093.8
1.000 1,078.8
1.618 1,054.3
2.618 1,015.0
4.250 950.8
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 1,137.8 1,137.8
PP 1,132.8 1,132.8
S1 1,127.8 1,127.8

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

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