ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 1,122.3 1,116.1 -6.2 -0.6% 1,110.8
High 1,130.3 1,129.3 -1.0 -0.1% 1,130.3
Low 1,112.5 1,105.2 -7.3 -0.7% 1,103.4
Close 1,116.3 1,126.1 9.8 0.9% 1,126.1
Range 17.8 24.1 6.3 35.4% 26.9
ATR 17.5 18.0 0.5 2.7% 0.0
Volume 148,214 123,630 -24,584 -16.6% 685,830
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,192.5 1,183.5 1,139.3
R3 1,168.5 1,159.3 1,132.8
R2 1,144.3 1,144.3 1,130.5
R1 1,135.3 1,135.3 1,128.3 1,139.8
PP 1,120.3 1,120.3 1,120.3 1,122.5
S1 1,111.0 1,111.0 1,124.0 1,115.8
S2 1,096.0 1,096.0 1,121.8
S3 1,072.0 1,087.0 1,119.5
S4 1,048.0 1,063.0 1,112.8
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,200.8 1,190.3 1,141.0
R3 1,173.8 1,163.3 1,133.5
R2 1,146.8 1,146.8 1,131.0
R1 1,136.5 1,136.5 1,128.5 1,141.8
PP 1,120.0 1,120.0 1,120.0 1,122.5
S1 1,109.5 1,109.5 1,123.8 1,114.8
S2 1,093.0 1,093.0 1,121.3
S3 1,066.3 1,082.8 1,118.8
S4 1,039.3 1,055.8 1,111.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,130.3 1,103.4 26.9 2.4% 20.0 1.8% 84% False False 137,166
10 1,149.2 1,103.1 46.1 4.1% 19.3 1.7% 50% False False 141,373
20 1,170.3 1,103.1 67.2 6.0% 18.0 1.6% 34% False False 131,390
40 1,210.7 1,103.1 107.6 9.6% 17.0 1.5% 21% False False 126,012
60 1,210.7 1,080.0 130.7 11.6% 15.8 1.4% 35% False False 86,147
80 1,210.7 1,080.0 130.7 11.6% 12.0 1.1% 35% False False 64,610
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 6.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,231.8
2.618 1,192.5
1.618 1,168.3
1.000 1,153.5
0.618 1,144.3
HIGH 1,129.3
0.618 1,120.0
0.500 1,117.3
0.382 1,114.5
LOW 1,105.3
0.618 1,090.3
1.000 1,081.0
1.618 1,066.3
2.618 1,042.0
4.250 1,002.8
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 1,123.3 1,123.3
PP 1,120.3 1,120.5
S1 1,117.3 1,117.8

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

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