ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 1,065.3 1,065.2 -0.1 0.0% 1,100.2
High 1,073.5 1,089.4 15.9 1.5% 1,106.5
Low 1,038.8 1,046.8 8.0 0.8% 1,045.5
Close 1,064.3 1,082.8 18.5 1.7% 1,048.9
Range 34.7 42.6 7.9 22.8% 61.0
ATR 22.5 24.0 1.4 6.4% 0.0
Volume 325,635 272,862 -52,773 -16.2% 958,174
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,200.8 1,184.5 1,106.3
R3 1,158.3 1,141.8 1,094.5
R2 1,115.5 1,115.5 1,090.5
R1 1,099.3 1,099.3 1,086.8 1,107.5
PP 1,073.0 1,073.0 1,073.0 1,077.0
S1 1,056.5 1,056.5 1,079.0 1,064.8
S2 1,030.5 1,030.5 1,075.0
S3 987.8 1,014.0 1,071.0
S4 945.3 971.5 1,059.3
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 1,089.4 1,038.6 50.8 4.7% 31.0 2.9% 87% True False 252,593
10 1,106.5 1,038.6 67.9 6.3% 28.8 2.6% 65% False False 212,784
20 1,161.5 1,038.6 122.9 11.4% 24.3 2.2% 36% False False 189,715
40 1,182.2 1,038.6 143.6 13.3% 18.5 1.7% 31% False False 121,004
60 1,182.2 1,038.6 143.6 13.3% 17.0 1.6% 31% False False 80,687
80 1,205.4 1,038.6 166.8 15.4% 15.5 1.4% 26% False False 60,529
100 1,205.4 1,038.6 166.8 15.4% 12.8 1.2% 26% False False 48,424
120 1,205.4 1,038.6 166.8 15.4% 10.8 1.0% 26% False False 40,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 1,270.5
2.618 1,201.0
1.618 1,158.3
1.000 1,132.0
0.618 1,115.8
HIGH 1,089.5
0.618 1,073.3
0.500 1,068.0
0.382 1,063.0
LOW 1,046.8
0.618 1,020.5
1.000 1,004.3
1.618 977.8
2.618 935.3
4.250 865.8
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 1,078.0 1,076.5
PP 1,073.0 1,070.3
S1 1,068.0 1,064.0

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

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