ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 1,094.4 1,114.0 19.6 1.8% 1,080.5
High 1,120.1 1,117.4 -2.7 -0.2% 1,120.1
Low 1,092.2 1,105.0 12.8 1.2% 1,070.6
Close 1,114.5 1,115.4 0.9 0.1% 1,115.4
Range 27.9 12.4 -15.5 -55.6% 49.5
ATR 24.2 23.4 -0.8 -3.5% 0.0
Volume 154,924 108,120 -46,804 -30.2% 623,585
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,149.8 1,145.0 1,122.3
R3 1,137.5 1,132.5 1,118.8
R2 1,125.0 1,125.0 1,117.8
R1 1,120.3 1,120.3 1,116.5 1,122.5
PP 1,112.5 1,112.5 1,112.5 1,113.8
S1 1,107.8 1,107.8 1,114.3 1,110.3
S2 1,100.3 1,100.3 1,113.3
S3 1,087.8 1,095.5 1,112.0
S4 1,075.5 1,083.0 1,108.5
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,250.5 1,232.5 1,142.5
R3 1,201.0 1,183.0 1,129.0
R2 1,151.5 1,151.5 1,124.5
R1 1,133.5 1,133.5 1,120.0 1,142.5
PP 1,102.0 1,102.0 1,102.0 1,106.5
S1 1,084.0 1,084.0 1,110.8 1,093.0
S2 1,052.5 1,052.5 1,106.3
S3 1,003.0 1,034.5 1,101.8
S4 953.5 985.0 1,088.3
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% 23.0 2.1% 91% False False 124,717
10 1,120.1 1,038.6 81.5 7.3% 26.5 2.4% 94% False False 184,229
20 1,120.1 1,038.6 81.5 7.3% 25.5 2.3% 94% False False 185,576
40 1,182.2 1,038.6 143.6 12.9% 20.5 1.8% 53% False False 141,088
60 1,182.2 1,038.6 143.6 12.9% 17.8 1.6% 53% False False 94,096
80 1,200.0 1,038.6 161.4 14.5% 16.5 1.5% 48% False False 70,584
100 1,205.4 1,038.6 166.8 15.0% 14.3 1.3% 46% False False 56,472
120 1,205.4 1,038.6 166.8 15.0% 11.8 1.1% 46% False False 47,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,170.0
2.618 1,149.8
1.618 1,137.5
1.000 1,129.8
0.618 1,125.0
HIGH 1,117.5
0.618 1,112.8
0.500 1,111.3
0.382 1,109.8
LOW 1,105.0
0.618 1,097.3
1.000 1,092.5
1.618 1,085.0
2.618 1,072.5
4.250 1,052.3
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 1,114.0 1,112.3
PP 1,112.5 1,109.3
S1 1,111.3 1,106.3

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

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