ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 1,156.0 1,162.8 6.8 0.6% 1,162.0
High 1,162.9 1,174.9 12.0 1.0% 1,175.4
Low 1,149.3 1,158.1 8.8 0.8% 1,147.2
Close 1,161.8 1,168.9 7.1 0.6% 1,157.1
Range 13.6 16.8 3.2 23.5% 28.2
ATR 13.7 13.9 0.2 1.6% 0.0
Volume 157,847 181,271 23,424 14.8% 262,327
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,217.8 1,210.0 1,178.3
R3 1,201.0 1,193.3 1,173.5
R2 1,184.0 1,184.0 1,172.0
R1 1,176.5 1,176.5 1,170.5 1,180.3
PP 1,167.3 1,167.3 1,167.3 1,169.3
S1 1,159.8 1,159.8 1,167.3 1,163.5
S2 1,150.5 1,150.5 1,165.8
S3 1,133.8 1,143.0 1,164.3
S4 1,117.0 1,126.0 1,159.8
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,244.5 1,229.0 1,172.5
R3 1,216.3 1,200.8 1,164.8
R2 1,188.0 1,188.0 1,162.3
R1 1,172.5 1,172.5 1,159.8 1,166.3
PP 1,160.0 1,160.0 1,160.0 1,156.8
S1 1,144.5 1,144.5 1,154.5 1,138.0
S2 1,131.8 1,131.8 1,152.0
S3 1,103.5 1,116.3 1,149.3
S4 1,075.3 1,088.0 1,141.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,174.9 1,147.2 27.7 2.4% 14.3 1.2% 78% True False 118,458
10 1,175.4 1,112.4 63.0 5.4% 15.5 1.3% 90% False False 60,377
20 1,175.4 1,087.6 87.8 7.5% 13.5 1.2% 93% False False 30,302
40 1,175.4 1,080.0 95.4 8.2% 8.0 0.7% 93% False False 15,177
60 1,184.9 1,080.0 104.9 9.0% 6.0 0.5% 85% False False 10,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,246.3
2.618 1,219.0
1.618 1,202.0
1.000 1,191.8
0.618 1,185.3
HIGH 1,175.0
0.618 1,168.5
0.500 1,166.5
0.382 1,164.5
LOW 1,158.0
0.618 1,147.8
1.000 1,141.3
1.618 1,131.0
2.618 1,114.0
4.250 1,086.8
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 1,168.0 1,166.3
PP 1,167.3 1,163.8
S1 1,166.5 1,161.0

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

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