ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1,046.8 1,047.8 1.0 0.1% 1,100.2
High 1,064.5 1,073.3 8.8 0.8% 1,106.5
Low 1,038.6 1,047.8 9.2 0.9% 1,045.5
Close 1,044.3 1,060.1 15.8 1.5% 1,048.9
Range 25.9 25.5 -0.4 -1.5% 61.0
ATR 21.0 21.6 0.6 2.7% 0.0
Volume 213,828 225,239 11,411 5.3% 958,174
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,137.0 1,124.0 1,074.0
R3 1,111.5 1,098.5 1,067.0
R2 1,086.0 1,086.0 1,064.8
R1 1,073.0 1,073.0 1,062.5 1,079.5
PP 1,060.5 1,060.5 1,060.5 1,063.5
S1 1,047.5 1,047.5 1,057.8 1,054.0
S2 1,035.0 1,035.0 1,055.5
S3 1,009.5 1,022.0 1,053.0
S4 984.0 996.5 1,046.0
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 5.9% 30.8 2.9% 34% False False 219,166
10 1,106.5 1,038.6 67.9 6.4% 25.5 2.4% 32% False False 200,054
20 1,161.5 1,038.6 122.9 11.6% 21.5 2.0% 17% False False 174,644
40 1,182.2 1,038.6 143.6 13.5% 17.0 1.6% 15% False False 106,047
60 1,182.2 1,038.6 143.6 13.5% 16.0 1.5% 15% False False 70,712
80 1,205.4 1,038.6 166.8 15.7% 15.0 1.4% 13% False False 53,049
100 1,205.4 1,038.6 166.8 15.7% 12.0 1.1% 13% False False 42,439
120 1,205.4 1,038.6 166.8 15.7% 10.0 0.9% 13% False False 35,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,181.8
2.618 1,140.0
1.618 1,114.5
1.000 1,098.8
0.618 1,089.0
HIGH 1,073.3
0.618 1,063.5
0.500 1,060.5
0.382 1,057.5
LOW 1,047.8
0.618 1,032.0
1.000 1,022.3
1.618 1,006.5
2.618 981.0
4.250 939.5
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1,060.5 1,058.8
PP 1,060.5 1,057.3
S1 1,060.3 1,056.0

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

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