ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 1,088.4 1,073.3 -15.1 -1.4% 1,110.8
High 1,090.3 1,094.1 3.8 0.3% 1,117.7
Low 1,069.5 1,060.4 -9.1 -0.9% 1,072.0
Close 1,072.7 1,092.6 19.9 1.9% 1,098.3
Range 20.8 33.7 12.9 62.0% 45.7
ATR 17.4 18.5 1.2 6.7% 0.0
Volume 159,224 206,616 47,392 29.8% 911,058
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,183.5 1,171.8 1,111.3
R3 1,149.8 1,138.0 1,101.8
R2 1,116.0 1,116.0 1,098.8
R1 1,104.3 1,104.3 1,095.8 1,110.3
PP 1,082.3 1,082.3 1,082.3 1,085.3
S1 1,070.8 1,070.8 1,089.5 1,076.5
S2 1,048.8 1,048.8 1,086.5
S3 1,015.0 1,037.0 1,083.3
S4 981.3 1,003.3 1,074.0
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,233.0 1,211.5 1,123.5
R3 1,187.5 1,165.8 1,110.8
R2 1,141.8 1,141.8 1,106.8
R1 1,120.0 1,120.0 1,102.5 1,108.0
PP 1,096.0 1,096.0 1,096.0 1,090.0
S1 1,074.3 1,074.3 1,094.0 1,062.3
S2 1,050.3 1,050.3 1,090.0
S3 1,004.5 1,028.5 1,085.8
S4 959.0 983.0 1,073.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,106.5 1,060.4 46.1 4.2% 22.8 2.1% 70% False True 172,477
10 1,124.6 1,060.4 64.2 5.9% 21.0 1.9% 50% False True 172,009
20 1,169.8 1,060.4 109.4 10.0% 19.0 1.7% 29% False True 165,256
40 1,182.2 1,060.4 121.8 11.1% 15.0 1.4% 26% False True 83,824
60 1,182.2 1,060.4 121.8 11.1% 15.0 1.4% 26% False True 55,899
80 1,205.4 1,060.4 145.0 13.3% 13.5 1.2% 22% False True 41,934
100 1,205.4 1,060.4 145.0 13.3% 10.8 1.0% 22% False True 33,547
120 1,205.4 1,060.4 145.0 13.3% 9.0 0.8% 22% False True 27,956
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 4.8
Widest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 1,237.3
2.618 1,182.3
1.618 1,148.8
1.000 1,127.8
0.618 1,115.0
HIGH 1,094.0
0.618 1,081.3
0.500 1,077.3
0.382 1,073.3
LOW 1,060.5
0.618 1,039.5
1.000 1,026.8
1.618 1,005.8
2.618 972.3
4.250 917.3
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 1,087.5 1,089.5
PP 1,082.3 1,086.5
S1 1,077.3 1,083.5

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

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