ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1,138.7 1,133.7 -5.0 -0.4% 1,141.2
High 1,143.7 1,133.7 -10.0 -0.9% 1,158.1
Low 1,133.7 1,112.2 -21.5 -1.9% 1,131.2
Close 1,139.2 1,112.2 -27.0 -2.4% 1,136.5
Range 10.0 21.5 11.5 115.0% 26.9
ATR 12.9 13.9 1.0 7.8% 0.0
Volume 21 40 19 90.5% 130
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,183.8 1,169.5 1,124.0
R3 1,162.3 1,148.0 1,118.0
R2 1,140.8 1,140.8 1,116.3
R1 1,126.5 1,126.5 1,114.3 1,123.0
PP 1,119.3 1,119.3 1,119.3 1,117.5
S1 1,105.0 1,105.0 1,110.3 1,101.5
S2 1,097.8 1,097.8 1,108.3
S3 1,076.3 1,083.5 1,106.3
S4 1,054.8 1,062.0 1,100.5
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1,222.8 1,206.5 1,151.3
R3 1,195.8 1,179.5 1,144.0
R2 1,168.8 1,168.8 1,141.5
R1 1,152.8 1,152.8 1,139.0 1,147.3
PP 1,142.0 1,142.0 1,142.0 1,139.3
S1 1,125.8 1,125.8 1,134.0 1,120.5
S2 1,115.0 1,115.0 1,131.5
S3 1,088.3 1,098.8 1,129.0
S4 1,061.3 1,072.0 1,121.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,144.5 1,112.2 32.3 2.9% 14.8 1.3% 0% False True 31
10 1,158.1 1,112.2 45.9 4.1% 13.8 1.2% 0% False True 42
20 1,200.0 1,112.2 87.8 7.9% 13.0 1.2% 0% False True 49
40 1,205.4 1,112.2 93.2 8.4% 8.8 0.8% 0% False True 36
60 1,205.4 1,080.9 124.5 11.2% 6.0 0.5% 25% False False 24
80 1,205.4 1,080.9 124.5 11.2% 4.5 0.4% 25% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,225.0
2.618 1,190.0
1.618 1,168.5
1.000 1,155.3
0.618 1,147.0
HIGH 1,133.8
0.618 1,125.5
0.500 1,123.0
0.382 1,120.5
LOW 1,112.3
0.618 1,099.0
1.000 1,090.8
1.618 1,077.5
2.618 1,056.0
4.250 1,020.8
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1,123.0 1,128.0
PP 1,119.3 1,122.8
S1 1,115.8 1,117.5

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

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