ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 1,108.8 1,094.4 -14.4 -1.3% 1,046.8
High 1,114.7 1,120.1 5.4 0.5% 1,095.8
Low 1,092.4 1,092.2 -0.2 0.0% 1,038.6
Close 1,095.2 1,114.5 19.3 1.8% 1,078.7
Range 22.3 27.9 5.6 25.1% 57.2
ATR 24.0 24.2 0.3 1.2% 0.0
Volume 131,267 154,924 23,657 18.0% 1,218,705
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,192.8 1,181.5 1,129.8
R3 1,164.8 1,153.5 1,122.3
R2 1,136.8 1,136.8 1,119.5
R1 1,125.8 1,125.8 1,117.0 1,131.3
PP 1,109.0 1,109.0 1,109.0 1,111.8
S1 1,097.8 1,097.8 1,112.0 1,103.3
S2 1,081.0 1,081.0 1,109.5
S3 1,053.3 1,069.8 1,106.8
S4 1,025.3 1,042.0 1,099.3
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,242.8 1,217.8 1,110.3
R3 1,185.5 1,160.8 1,094.5
R2 1,128.3 1,128.3 1,089.3
R1 1,103.5 1,103.5 1,084.0 1,115.8
PP 1,071.0 1,071.0 1,071.0 1,077.3
S1 1,046.3 1,046.3 1,073.5 1,058.8
S2 1,013.8 1,013.8 1,068.3
S3 956.8 989.0 1,063.0
S4 899.5 931.8 1,047.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,120.1 1,070.6 49.5 4.4% 24.8 2.2% 89% True False 139,321
10 1,120.1 1,038.6 81.5 7.3% 28.0 2.5% 93% True False 195,957
20 1,120.1 1,038.6 81.5 7.3% 25.3 2.3% 93% True False 186,187
40 1,182.2 1,038.6 143.6 12.9% 20.5 1.8% 53% False False 138,389
60 1,182.2 1,038.6 143.6 12.9% 18.0 1.6% 53% False False 92,294
80 1,200.0 1,038.6 161.4 14.5% 16.5 1.5% 47% False False 69,233
100 1,205.4 1,038.6 166.8 15.0% 14.0 1.3% 46% False False 55,390
120 1,205.4 1,038.6 166.8 15.0% 11.8 1.1% 46% False False 46,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,238.8
2.618 1,193.3
1.618 1,165.3
1.000 1,148.0
0.618 1,137.3
HIGH 1,120.0
0.618 1,109.5
0.500 1,106.3
0.382 1,102.8
LOW 1,092.3
0.618 1,075.0
1.000 1,064.3
1.618 1,047.0
2.618 1,019.3
4.250 973.5
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 1,111.8 1,110.8
PP 1,109.0 1,107.0
S1 1,106.3 1,103.3

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

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