ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1,092.9 1,101.2 8.3 0.8% 1,104.2
High 1,106.1 1,115.4 9.3 0.8% 1,135.1
Low 1,090.0 1,100.3 10.3 0.9% 1,078.7
Close 1,101.5 1,111.3 9.8 0.9% 1,099.6
Range 16.1 15.1 -1.0 -6.2% 56.4
ATR 21.0 20.6 -0.4 -2.0% 0.0
Volume 141,233 110,017 -31,216 -22.1% 798,286
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1,154.3 1,148.0 1,119.5
R3 1,139.3 1,132.8 1,115.5
R2 1,124.0 1,124.0 1,114.0
R1 1,117.8 1,117.8 1,112.8 1,121.0
PP 1,109.0 1,109.0 1,109.0 1,110.5
S1 1,102.5 1,102.5 1,110.0 1,105.8
S2 1,094.0 1,094.0 1,108.5
S3 1,078.8 1,087.5 1,107.3
S4 1,063.8 1,072.5 1,103.0
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1,273.8 1,243.0 1,130.5
R3 1,217.3 1,186.8 1,115.0
R2 1,160.8 1,160.8 1,110.0
R1 1,130.3 1,130.3 1,104.8 1,117.3
PP 1,104.5 1,104.5 1,104.5 1,098.0
S1 1,073.8 1,073.8 1,094.5 1,061.0
S2 1,048.0 1,048.0 1,089.3
S3 991.8 1,017.5 1,084.0
S4 935.3 961.0 1,068.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,115.4 1,084.7 30.7 2.8% 19.3 1.7% 87% True False 130,559
10 1,135.1 1,078.7 56.4 5.1% 20.8 1.9% 58% False False 146,844
20 1,141.6 1,078.7 62.9 5.7% 21.3 1.9% 52% False False 150,272
40 1,191.1 1,078.7 112.4 10.1% 21.3 1.9% 29% False False 141,322
60 1,208.2 1,078.7 129.5 11.7% 20.5 1.8% 25% False False 119,148
80 1,208.2 1,078.7 129.5 11.7% 16.5 1.5% 25% False False 89,368
100 1,208.2 1,078.7 129.5 11.7% 13.5 1.2% 25% False False 71,495
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,179.5
2.618 1,155.0
1.618 1,139.8
1.000 1,130.5
0.618 1,124.8
HIGH 1,115.5
0.618 1,109.8
0.500 1,107.8
0.382 1,106.0
LOW 1,100.3
0.618 1,091.0
1.000 1,085.3
1.618 1,075.8
2.618 1,060.8
4.250 1,036.0
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1,110.3 1,108.3
PP 1,109.0 1,105.0
S1 1,107.8 1,102.0

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

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