ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 1,073.3 1,091.0 17.7 1.6% 1,110.8
High 1,094.1 1,101.2 7.1 0.6% 1,117.7
Low 1,060.4 1,059.7 -0.7 -0.1% 1,072.0
Close 1,092.6 1,065.9 -26.7 -2.4% 1,098.3
Range 33.7 41.5 7.8 23.1% 45.7
ATR 18.5 20.2 1.6 8.8% 0.0
Volume 206,616 224,749 18,133 8.8% 911,058
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,200.0 1,174.5 1,088.8
R3 1,158.5 1,133.0 1,077.3
R2 1,117.0 1,117.0 1,073.5
R1 1,091.5 1,091.5 1,069.8 1,083.5
PP 1,075.5 1,075.5 1,075.5 1,071.5
S1 1,050.0 1,050.0 1,062.0 1,042.0
S2 1,034.0 1,034.0 1,058.3
S3 992.5 1,008.5 1,054.5
S4 951.0 967.0 1,043.0
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 1,059.7 46.8 4.4% 26.3 2.5% 13% False True 172,976
10 1,117.7 1,059.7 58.0 5.4% 22.8 2.1% 11% False True 176,417
20 1,169.8 1,059.7 110.1 10.3% 20.3 1.9% 6% False True 171,894
40 1,182.2 1,059.7 122.5 11.5% 16.0 1.5% 5% False True 89,442
60 1,182.2 1,059.7 122.5 11.5% 15.5 1.5% 5% False True 59,644
80 1,205.4 1,059.7 145.7 13.7% 14.0 1.3% 4% False True 44,744
100 1,205.4 1,059.7 145.7 13.7% 11.3 1.1% 4% False True 35,795
120 1,205.4 1,059.7 145.7 13.7% 9.5 0.9% 4% False True 29,829
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 5.8
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 1,277.5
2.618 1,209.8
1.618 1,168.3
1.000 1,142.8
0.618 1,126.8
HIGH 1,101.3
0.618 1,085.3
0.500 1,080.5
0.382 1,075.5
LOW 1,059.8
0.618 1,034.0
1.000 1,018.3
1.618 992.5
2.618 951.0
4.250 883.3
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 1,080.5 1,080.5
PP 1,075.5 1,075.5
S1 1,070.8 1,070.8

Download as Excel Spreadsheet

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

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