ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 1,106.1 1,111.6 5.5 0.5% 1,151.0
High 1,123.9 1,121.4 -2.5 -0.2% 1,157.5
Low 1,101.0 1,090.8 -10.2 -0.9% 1,102.7
Close 1,111.1 1,117.7 6.6 0.6% 1,108.4
Range 22.9 30.6 7.7 33.6% 54.8
ATR 22.1 22.7 0.6 2.8% 0.0
Volume 139,716 196,940 57,224 41.0% 746,755
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,201.8 1,190.3 1,134.5
R3 1,171.3 1,159.8 1,126.0
R2 1,140.5 1,140.5 1,123.3
R1 1,129.3 1,129.3 1,120.5 1,134.8
PP 1,110.0 1,110.0 1,110.0 1,112.8
S1 1,098.5 1,098.5 1,115.0 1,104.3
S2 1,079.3 1,079.3 1,112.0
S3 1,048.8 1,068.0 1,109.3
S4 1,018.3 1,037.3 1,100.8
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,287.3 1,252.8 1,138.5
R3 1,232.5 1,197.8 1,123.5
R2 1,177.8 1,177.8 1,118.5
R1 1,143.0 1,143.0 1,113.5 1,133.0
PP 1,122.8 1,122.8 1,122.8 1,117.8
S1 1,088.3 1,088.3 1,103.5 1,078.3
S2 1,068.0 1,068.0 1,098.3
S3 1,013.3 1,033.5 1,093.3
S4 958.5 978.8 1,078.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,157.5 1,090.8 66.7 6.0% 27.0 2.4% 40% False True 157,257
10 1,191.1 1,090.8 100.3 9.0% 25.0 2.2% 27% False True 147,806
20 1,204.8 1,090.8 114.0 10.2% 23.5 2.1% 24% False True 141,365
40 1,208.2 1,090.8 117.4 10.5% 19.3 1.7% 23% False True 87,493
60 1,208.2 1,085.1 123.1 11.0% 13.8 1.2% 26% False False 58,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,251.5
2.618 1,201.5
1.618 1,171.0
1.000 1,152.0
0.618 1,140.3
HIGH 1,121.5
0.618 1,109.8
0.500 1,106.0
0.382 1,102.5
LOW 1,090.8
0.618 1,072.0
1.000 1,060.3
1.618 1,041.3
2.618 1,010.8
4.250 960.8
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 1,113.8 1,114.8
PP 1,110.0 1,111.8
S1 1,106.0 1,108.5

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

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