ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 1,202.6 1,196.8 -5.8 -0.5% 1,183.2
High 1,204.9 1,204.6 -0.3 0.0% 1,189.5
Low 1,194.0 1,194.5 0.5 0.0% 1,156.4
Close 1,196.8 1,203.4 6.6 0.6% 1,182.0
Range 10.9 10.1 -0.8 -7.3% 33.1
ATR 14.7 14.4 -0.3 -2.2% 0.0
Volume 91,417 53,731 -37,686 -41.2% 559,897
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,231.3 1,227.3 1,209.0
R3 1,221.0 1,217.3 1,206.3
R2 1,211.0 1,211.0 1,205.3
R1 1,207.3 1,207.3 1,204.3 1,209.0
PP 1,200.8 1,200.8 1,200.8 1,201.8
S1 1,197.0 1,197.0 1,202.5 1,199.0
S2 1,190.8 1,190.8 1,201.5
S3 1,180.8 1,187.0 1,200.5
S4 1,170.5 1,176.8 1,197.8
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,275.3 1,261.8 1,200.3
R3 1,242.3 1,228.8 1,191.0
R2 1,209.0 1,209.0 1,188.0
R1 1,195.5 1,195.5 1,185.0 1,185.8
PP 1,176.0 1,176.0 1,176.0 1,171.0
S1 1,162.5 1,162.5 1,179.0 1,152.8
S2 1,142.8 1,142.8 1,176.0
S3 1,109.8 1,129.3 1,173.0
S4 1,076.8 1,096.3 1,163.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,210.7 1,169.9 40.8 3.4% 14.3 1.2% 82% False False 103,695
10 1,210.7 1,156.4 54.3 4.5% 15.0 1.2% 87% False False 103,895
20 1,210.7 1,145.7 65.0 5.4% 14.8 1.2% 89% False False 95,381
40 1,210.7 1,080.0 130.7 10.9% 12.3 1.0% 94% False False 47,811
60 1,210.7 1,080.0 130.7 10.9% 8.5 0.7% 94% False False 31,875
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,247.5
2.618 1,231.0
1.618 1,221.0
1.000 1,214.8
0.618 1,210.8
HIGH 1,204.5
0.618 1,200.8
0.500 1,199.5
0.382 1,198.3
LOW 1,194.5
0.618 1,188.3
1.000 1,184.5
1.618 1,178.3
2.618 1,168.0
4.250 1,151.5
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 1,202.0 1,202.3
PP 1,200.8 1,201.0
S1 1,199.5 1,199.8

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

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