ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 1,166.6 1,174.1 7.5 0.6% 1,133.8
High 1,180.4 1,174.3 -6.1 -0.5% 1,167.9
Low 1,162.1 1,165.0 2.9 0.2% 1,116.0
Close 1,174.5 1,172.3 -2.2 -0.2% 1,166.5
Range 18.3 9.3 -9.0 -49.2% 51.9
ATR 18.3 17.7 -0.6 -3.4% 0.0
Volume 101,002 101,615 613 0.6% 543,595
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,198.5 1,194.8 1,177.5
R3 1,189.3 1,185.3 1,174.8
R2 1,179.8 1,179.8 1,174.0
R1 1,176.0 1,176.0 1,173.3 1,173.3
PP 1,170.5 1,170.5 1,170.5 1,169.3
S1 1,166.8 1,166.8 1,171.5 1,164.0
S2 1,161.3 1,161.3 1,170.5
S3 1,152.0 1,157.5 1,169.8
S4 1,142.8 1,148.3 1,167.3
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,305.8 1,288.0 1,195.0
R3 1,254.0 1,236.3 1,180.8
R2 1,202.0 1,202.0 1,176.0
R1 1,184.3 1,184.3 1,171.3 1,193.3
PP 1,150.3 1,150.3 1,150.3 1,154.5
S1 1,132.3 1,132.3 1,161.8 1,141.3
S2 1,098.3 1,098.3 1,157.0
S3 1,046.3 1,080.5 1,152.3
S4 994.5 1,028.5 1,138.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,180.4 1,116.6 63.8 5.4% 17.0 1.5% 87% False False 107,933
10 1,180.4 1,116.0 64.4 5.5% 15.3 1.3% 87% False False 105,427
20 1,180.4 1,078.7 101.7 8.7% 17.0 1.4% 92% False False 116,987
40 1,180.4 1,078.7 101.7 8.7% 18.8 1.6% 92% False False 128,798
60 1,204.8 1,078.7 126.1 10.8% 20.3 1.7% 74% False False 133,037
80 1,208.2 1,078.7 129.5 11.0% 18.5 1.6% 72% False False 103,937
100 1,208.2 1,078.7 129.5 11.0% 15.3 1.3% 72% False False 83,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,213.8
2.618 1,198.8
1.618 1,189.3
1.000 1,183.5
0.618 1,180.0
HIGH 1,174.3
0.618 1,170.8
0.500 1,169.8
0.382 1,168.5
LOW 1,165.0
0.618 1,159.3
1.000 1,155.8
1.618 1,150.0
2.618 1,140.8
4.250 1,125.5
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 1,171.5 1,170.5
PP 1,170.5 1,168.5
S1 1,169.8 1,166.5

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

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