ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 1,138.9 1,133.8 -5.1 -0.4% 1,131.0
High 1,140.0 1,136.5 -3.5 -0.3% 1,145.2
Low 1,128.5 1,118.5 -10.0 -0.9% 1,128.5
Close 1,133.2 1,126.1 -7.1 -0.6% 1,133.2
Range 11.5 18.0 6.5 56.5% 16.7
ATR 18.5 18.5 0.0 -0.2% 0.0
Volume 108,039 108,680 641 0.6% 416,877
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,181.0 1,171.5 1,136.0
R3 1,163.0 1,153.5 1,131.0
R2 1,145.0 1,145.0 1,129.5
R1 1,135.5 1,135.5 1,127.8 1,131.3
PP 1,127.0 1,127.0 1,127.0 1,125.0
S1 1,117.5 1,117.5 1,124.5 1,113.3
S2 1,109.0 1,109.0 1,122.8
S3 1,091.0 1,099.5 1,121.3
S4 1,073.0 1,081.5 1,116.3
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,185.8 1,176.3 1,142.5
R3 1,169.0 1,159.5 1,137.8
R2 1,152.3 1,152.3 1,136.3
R1 1,142.8 1,142.8 1,134.8 1,147.5
PP 1,135.8 1,135.8 1,135.8 1,138.0
S1 1,126.0 1,126.0 1,131.8 1,130.8
S2 1,119.0 1,119.0 1,130.3
S3 1,102.3 1,109.3 1,128.5
S4 1,085.5 1,092.8 1,124.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,145.2 1,118.5 26.7 2.4% 13.5 1.2% 28% False True 105,111
10 1,145.2 1,088.6 56.6 5.0% 16.3 1.4% 66% False False 105,415
20 1,145.2 1,078.7 66.5 5.9% 18.8 1.7% 71% False False 130,908
40 1,186.4 1,078.7 107.7 9.6% 20.5 1.8% 44% False False 136,313
60 1,208.2 1,078.7 129.5 11.5% 20.5 1.8% 37% False False 127,869
80 1,208.2 1,078.7 129.5 11.5% 17.8 1.6% 37% False False 95,969
100 1,208.2 1,078.7 129.5 11.5% 14.5 1.3% 37% False False 76,777
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 2.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,213.0
2.618 1,183.5
1.618 1,165.5
1.000 1,154.5
0.618 1,147.5
HIGH 1,136.5
0.618 1,129.5
0.500 1,127.5
0.382 1,125.5
LOW 1,118.5
0.618 1,107.5
1.000 1,100.5
1.618 1,089.5
2.618 1,071.5
4.250 1,042.0
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1,127.5 1,129.8
PP 1,127.0 1,128.5
S1 1,126.5 1,127.3

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

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