ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 1,061.0 1,046.8 -14.2 -1.3% 1,100.2
High 1,072.2 1,064.5 -7.7 -0.7% 1,106.5
Low 1,045.5 1,038.6 -6.9 -0.7% 1,045.5
Close 1,048.9 1,044.3 -4.6 -0.4% 1,048.9
Range 26.7 25.9 -0.8 -3.0% 61.0
ATR 20.6 21.0 0.4 1.8% 0.0
Volume 225,401 213,828 -11,573 -5.1% 958,174
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,126.8 1,111.5 1,058.5
R3 1,101.0 1,085.5 1,051.5
R2 1,075.0 1,075.0 1,049.0
R1 1,059.8 1,059.8 1,046.8 1,054.5
PP 1,049.3 1,049.3 1,049.3 1,046.5
S1 1,033.8 1,033.8 1,042.0 1,028.5
S2 1,023.3 1,023.3 1,039.5
S3 997.3 1,007.8 1,037.3
S4 971.5 982.0 1,030.0
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,250.0 1,210.5 1,082.5
R3 1,189.0 1,149.5 1,065.8
R2 1,128.0 1,128.0 1,060.0
R1 1,088.5 1,088.5 1,054.5 1,077.8
PP 1,067.0 1,067.0 1,067.0 1,061.5
S1 1,027.5 1,027.5 1,043.3 1,016.8
S2 1,006.0 1,006.0 1,037.8
S3 945.0 966.5 1,032.0
S4 884.0 905.5 1,015.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,101.2 1,038.6 62.6 6.0% 29.8 2.8% 9% False True 205,963
10 1,117.7 1,038.6 79.1 7.6% 25.3 2.4% 7% False True 195,578
20 1,161.5 1,038.6 122.9 11.8% 21.0 2.0% 5% False True 173,776
40 1,182.2 1,038.6 143.6 13.8% 16.5 1.6% 4% False True 100,417
60 1,182.2 1,038.6 143.6 13.8% 15.8 1.5% 4% False True 66,959
80 1,205.4 1,038.6 166.8 16.0% 14.8 1.4% 3% False True 50,234
100 1,205.4 1,038.6 166.8 16.0% 11.8 1.1% 3% False True 40,187
120 1,205.4 1,038.6 166.8 16.0% 9.8 0.9% 3% False True 33,489
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,174.5
2.618 1,132.3
1.618 1,106.5
1.000 1,090.5
0.618 1,080.5
HIGH 1,064.5
0.618 1,054.5
0.500 1,051.5
0.382 1,048.5
LOW 1,038.5
0.618 1,022.5
1.000 1,012.8
1.618 996.8
2.618 970.8
4.250 928.5
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 1,051.5 1,070.0
PP 1,049.3 1,061.3
S1 1,046.8 1,052.8

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

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