ICE Russell 2000 Mini Future September 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 1,131.1 1,127.4 -3.7 -0.3% 1,126.3
High 1,134.8 1,131.4 -3.4 -0.3% 1,140.0
Low 1,125.4 1,114.9 -10.5 -0.9% 1,125.4
Close 1,128.4 1,121.3 -7.1 -0.6% 1,128.4
Range 9.4 16.5 7.1 75.5% 14.6
ATR 12.2 12.5 0.3 2.5% 0.0
Volume 117 281 164 140.2% 383
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,172.0 1,163.3 1,130.5
R3 1,155.5 1,146.8 1,125.8
R2 1,139.0 1,139.0 1,124.3
R1 1,130.3 1,130.3 1,122.8 1,126.3
PP 1,122.5 1,122.5 1,122.5 1,120.5
S1 1,113.8 1,113.8 1,119.8 1,109.8
S2 1,106.0 1,106.0 1,118.3
S3 1,089.5 1,097.3 1,116.8
S4 1,073.0 1,080.8 1,112.3
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,175.0 1,166.3 1,136.5
R3 1,160.5 1,151.8 1,132.5
R2 1,145.8 1,145.8 1,131.0
R1 1,137.3 1,137.3 1,129.8 1,141.5
PP 1,131.3 1,131.3 1,131.3 1,133.5
S1 1,122.5 1,122.5 1,127.0 1,127.0
S2 1,116.8 1,116.8 1,125.8
S3 1,102.0 1,108.0 1,124.5
S4 1,087.5 1,093.3 1,120.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,140.0 1,114.9 25.1 2.2% 12.0 1.1% 25% False True 132
10 1,140.0 1,087.6 52.4 4.7% 12.5 1.1% 64% False False 293
20 1,140.0 1,080.0 60.0 5.4% 7.3 0.6% 69% False False 147
40 1,161.0 1,080.0 81.0 7.2% 4.3 0.4% 51% False False 75
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 1.8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,201.5
2.618 1,174.5
1.618 1,158.0
1.000 1,148.0
0.618 1,141.5
HIGH 1,131.5
0.618 1,125.0
0.500 1,123.3
0.382 1,121.3
LOW 1,115.0
0.618 1,104.8
1.000 1,098.5
1.618 1,088.3
2.618 1,071.8
4.250 1,044.8
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 1,123.3 1,125.5
PP 1,122.5 1,124.3
S1 1,122.0 1,122.8

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

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