ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 1,154.7 1,155.7 1.0 0.1% 1,202.4
High 1,165.1 1,170.3 5.2 0.4% 1,203.0
Low 1,149.9 1,155.6 5.7 0.5% 1,140.5
Close 1,155.7 1,161.6 5.9 0.5% 1,155.7
Range 15.2 14.7 -0.5 -3.3% 62.5
ATR 16.1 16.0 -0.1 -0.6% 0.0
Volume 97,250 91,341 -5,909 -6.1% 628,557
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,206.5 1,198.8 1,169.8
R3 1,192.0 1,184.0 1,165.8
R2 1,177.3 1,177.3 1,164.3
R1 1,169.5 1,169.5 1,163.0 1,173.3
PP 1,162.5 1,162.5 1,162.5 1,164.5
S1 1,154.8 1,154.8 1,160.3 1,158.5
S2 1,147.8 1,147.8 1,159.0
S3 1,133.0 1,140.0 1,157.5
S4 1,118.5 1,125.3 1,153.5
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,354.0 1,317.3 1,190.0
R3 1,291.5 1,254.8 1,173.0
R2 1,229.0 1,229.0 1,167.3
R1 1,192.3 1,192.3 1,161.5 1,179.3
PP 1,166.5 1,166.5 1,166.5 1,160.0
S1 1,129.8 1,129.8 1,150.0 1,116.8
S2 1,104.0 1,104.0 1,144.3
S3 1,041.5 1,067.3 1,138.5
S4 979.0 1,004.8 1,121.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,182.5 1,140.5 42.0 3.6% 18.5 1.6% 50% False False 123,090
10 1,210.7 1,140.5 70.2 6.0% 17.0 1.5% 30% False False 111,948
20 1,210.7 1,140.5 70.2 6.0% 16.0 1.4% 30% False False 118,220
40 1,210.7 1,081.1 129.6 11.2% 15.0 1.3% 62% False False 65,808
60 1,210.7 1,080.0 130.7 11.3% 10.3 0.9% 62% False False 43,873
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,232.8
2.618 1,208.8
1.618 1,194.0
1.000 1,185.0
0.618 1,179.5
HIGH 1,170.3
0.618 1,164.8
0.500 1,163.0
0.382 1,161.3
LOW 1,155.5
0.618 1,146.5
1.000 1,141.0
1.618 1,131.8
2.618 1,117.0
4.250 1,093.0
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 1,163.0 1,159.8
PP 1,162.5 1,157.8
S1 1,162.0 1,156.0

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

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