ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1,163.3 1,174.0 10.7 0.9% 1,144.8
High 1,175.4 1,177.5 2.1 0.2% 1,163.1
Low 1,160.5 1,168.8 8.3 0.7% 1,143.8
Close 1,173.7 1,170.9 -2.8 -0.2% 1,159.3
Range 14.9 8.7 -6.2 -41.6% 19.3
ATR 15.5 15.1 -0.5 -3.1% 0.0
Volume 84,690 65,326 -19,364 -22.9% 440,908
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,198.5 1,193.5 1,175.8
R3 1,189.8 1,184.8 1,173.3
R2 1,181.0 1,181.0 1,172.5
R1 1,176.0 1,176.0 1,171.8 1,174.3
PP 1,172.5 1,172.5 1,172.5 1,171.5
S1 1,167.3 1,167.3 1,170.0 1,165.5
S2 1,163.8 1,163.8 1,169.3
S3 1,155.0 1,158.5 1,168.5
S4 1,146.3 1,150.0 1,166.0
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,213.3 1,205.5 1,170.0
R3 1,194.0 1,186.3 1,164.5
R2 1,174.8 1,174.8 1,162.8
R1 1,167.0 1,167.0 1,161.0 1,170.8
PP 1,155.5 1,155.5 1,155.5 1,157.3
S1 1,147.8 1,147.8 1,157.5 1,151.5
S2 1,136.0 1,136.0 1,155.8
S3 1,116.8 1,128.5 1,154.0
S4 1,097.5 1,109.0 1,148.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,177.5 1,143.8 33.7 2.9% 12.5 1.1% 80% True False 84,352
10 1,177.5 1,127.9 49.6 4.2% 12.8 1.1% 87% True False 89,908
20 1,177.5 1,103.1 74.4 6.4% 16.3 1.4% 91% True False 114,956
40 1,204.9 1,103.1 101.8 8.7% 16.3 1.4% 67% False False 115,271
60 1,210.7 1,103.1 107.6 9.2% 16.0 1.4% 63% False False 106,247
80 1,210.7 1,080.0 130.7 11.2% 14.0 1.2% 70% False False 79,727
100 1,210.7 1,080.0 130.7 11.2% 11.5 1.0% 70% False False 63,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,214.5
2.618 1,200.3
1.618 1,191.5
1.000 1,186.3
0.618 1,183.0
HIGH 1,177.5
0.618 1,174.3
0.500 1,173.3
0.382 1,172.0
LOW 1,168.8
0.618 1,163.5
1.000 1,160.0
1.618 1,154.8
2.618 1,146.0
4.250 1,131.8
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1,173.3 1,170.0
PP 1,172.5 1,169.0
S1 1,171.8 1,168.3

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

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