ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 1,164.5 1,173.9 9.4 0.8% 1,170.4
High 1,174.7 1,175.0 0.3 0.0% 1,175.0
Low 1,156.2 1,155.4 -0.8 -0.1% 1,153.0
Close 1,172.8 1,160.2 -12.6 -1.1% 1,160.2
Range 18.5 19.6 1.1 5.9% 22.0
ATR 14.8 15.2 0.3 2.3% 0.0
Volume 180,785 129,290 -51,495 -28.5% 693,323
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,222.3 1,210.8 1,171.0
R3 1,202.8 1,191.3 1,165.5
R2 1,183.3 1,183.3 1,163.8
R1 1,171.8 1,171.8 1,162.0 1,167.5
PP 1,163.5 1,163.5 1,163.5 1,161.5
S1 1,152.0 1,152.0 1,158.5 1,148.0
S2 1,144.0 1,144.0 1,156.5
S3 1,124.3 1,132.5 1,154.8
S4 1,104.8 1,112.8 1,149.5
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,228.8 1,216.5 1,172.3
R3 1,206.8 1,194.5 1,166.3
R2 1,184.8 1,184.8 1,164.3
R1 1,172.5 1,172.5 1,162.3 1,167.5
PP 1,162.8 1,162.8 1,162.8 1,160.3
S1 1,150.5 1,150.5 1,158.3 1,145.5
S2 1,140.8 1,140.8 1,156.3
S3 1,118.8 1,128.5 1,154.3
S4 1,096.8 1,106.5 1,148.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,175.0 1,153.0 22.0 1.9% 15.8 1.4% 33% True False 138,664
10 1,187.9 1,153.0 34.9 3.0% 15.3 1.3% 21% False False 122,661
20 1,187.9 1,127.9 60.0 5.2% 14.0 1.2% 54% False False 106,810
40 1,187.9 1,103.1 84.8 7.3% 15.5 1.3% 67% False False 114,739
60 1,210.7 1,103.1 107.6 9.3% 16.0 1.4% 53% False False 115,570
80 1,210.7 1,088.1 122.6 10.6% 15.5 1.3% 59% False False 96,088
100 1,210.7 1,080.0 130.7 11.3% 13.0 1.1% 61% False False 76,882
120 1,210.7 1,080.0 130.7 11.3% 11.0 1.0% 61% False False 64,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,258.3
2.618 1,226.3
1.618 1,206.8
1.000 1,194.5
0.618 1,187.0
HIGH 1,175.0
0.618 1,167.5
0.500 1,165.3
0.382 1,163.0
LOW 1,155.5
0.618 1,143.3
1.000 1,135.8
1.618 1,123.8
2.618 1,104.0
4.250 1,072.0
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 1,165.3 1,164.0
PP 1,163.5 1,162.8
S1 1,161.8 1,161.5

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

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