ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1,154.7 1,159.0 4.3 0.4% 1,126.2
High 1,163.1 1,159.1 -4.0 -0.3% 1,152.5
Low 1,153.2 1,149.6 -3.6 -0.3% 1,125.5
Close 1,158.9 1,154.2 -4.7 -0.4% 1,140.8
Range 9.9 9.5 -0.4 -4.0% 27.0
ATR 16.8 16.3 -0.5 -3.1% 0.0
Volume 75,504 97,233 21,729 28.8% 536,684
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,182.8 1,178.0 1,159.5
R3 1,173.3 1,168.5 1,156.8
R2 1,163.8 1,163.8 1,156.0
R1 1,159.0 1,159.0 1,155.0 1,156.8
PP 1,154.3 1,154.3 1,154.3 1,153.0
S1 1,149.5 1,149.5 1,153.3 1,147.3
S2 1,144.8 1,144.8 1,152.5
S3 1,135.3 1,140.0 1,151.5
S4 1,125.8 1,130.5 1,149.0
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,220.5 1,207.8 1,155.8
R3 1,193.5 1,180.8 1,148.3
R2 1,166.5 1,166.5 1,145.8
R1 1,153.8 1,153.8 1,143.3 1,160.3
PP 1,139.5 1,139.5 1,139.5 1,142.8
S1 1,126.8 1,126.8 1,138.3 1,133.3
S2 1,112.5 1,112.5 1,135.8
S3 1,085.5 1,099.8 1,133.5
S4 1,058.5 1,072.8 1,126.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,163.1 1,127.9 35.2 3.0% 13.0 1.1% 75% False False 95,464
10 1,163.1 1,105.2 57.9 5.0% 15.5 1.3% 85% False False 105,941
20 1,163.1 1,103.1 60.0 5.2% 16.8 1.4% 85% False False 121,173
40 1,210.7 1,103.1 107.6 9.3% 17.0 1.5% 47% False False 119,732
60 1,210.7 1,103.1 107.6 9.3% 16.0 1.4% 47% False False 99,234
80 1,210.7 1,080.0 130.7 11.3% 13.3 1.1% 57% False False 74,455
100 1,210.7 1,080.0 130.7 11.3% 10.8 0.9% 57% False False 59,564
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,199.5
2.618 1,184.0
1.618 1,174.5
1.000 1,168.5
0.618 1,165.0
HIGH 1,159.0
0.618 1,155.5
0.500 1,154.3
0.382 1,153.3
LOW 1,149.5
0.618 1,143.8
1.000 1,140.0
1.618 1,134.3
2.618 1,124.8
4.250 1,109.3
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1,154.3 1,154.0
PP 1,154.3 1,153.8
S1 1,154.3 1,153.5

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

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