ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1,047.8 1,065.3 17.5 1.7% 1,100.2
High 1,073.3 1,073.5 0.2 0.0% 1,106.5
Low 1,047.8 1,038.8 -9.0 -0.9% 1,045.5
Close 1,060.1 1,064.3 4.2 0.4% 1,048.9
Range 25.5 34.7 9.2 36.1% 61.0
ATR 21.6 22.5 0.9 4.3% 0.0
Volume 225,239 325,635 100,396 44.6% 958,174
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,163.0 1,148.3 1,083.5
R3 1,128.3 1,113.8 1,073.8
R2 1,093.5 1,093.5 1,070.8
R1 1,079.0 1,079.0 1,067.5 1,069.0
PP 1,058.8 1,058.8 1,058.8 1,053.8
S1 1,044.3 1,044.3 1,061.0 1,034.3
S2 1,024.3 1,024.3 1,058.0
S3 989.5 1,009.5 1,054.8
S4 954.8 974.8 1,045.3
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% 41% False False 242,970
10 1,106.5 1,038.6 67.9 6.4% 26.8 2.5% 38% False False 207,723
20 1,161.5 1,038.6 122.9 11.5% 22.5 2.1% 21% False False 182,190
40 1,182.2 1,038.6 143.6 13.5% 17.5 1.7% 18% False False 114,186
60 1,182.2 1,038.6 143.6 13.5% 16.3 1.5% 18% False False 76,139
80 1,205.4 1,038.6 166.8 15.7% 15.3 1.4% 15% False False 57,120
100 1,205.4 1,038.6 166.8 15.7% 12.5 1.2% 15% False False 45,696
120 1,205.4 1,038.6 166.8 15.7% 10.3 1.0% 15% False False 38,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,221.0
2.618 1,164.3
1.618 1,129.8
1.000 1,108.3
0.618 1,095.0
HIGH 1,073.5
0.618 1,060.3
0.500 1,056.3
0.382 1,052.0
LOW 1,038.8
0.618 1,017.3
1.000 1,004.0
1.618 982.8
2.618 948.0
4.250 891.3
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1,061.5 1,061.5
PP 1,058.8 1,058.8
S1 1,056.3 1,056.0

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

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