ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1,154.6 1,170.9 16.3 1.4% 1,117.1
High 1,176.0 1,178.6 2.6 0.2% 1,176.0
Low 1,153.3 1,163.9 10.6 0.9% 1,099.1
Close 1,171.0 1,166.3 -4.7 -0.4% 1,171.0
Range 22.7 14.7 -8.0 -35.2% 76.9
ATR 23.7 23.1 -0.6 -2.7% 0.0
Volume 150,150 116,282 -33,868 -22.6% 693,184
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,213.8 1,204.8 1,174.5
R3 1,199.0 1,190.0 1,170.3
R2 1,184.3 1,184.3 1,169.0
R1 1,175.3 1,175.3 1,167.8 1,172.5
PP 1,169.5 1,169.5 1,169.5 1,168.3
S1 1,160.5 1,160.5 1,165.0 1,157.8
S2 1,155.0 1,155.0 1,163.5
S3 1,140.3 1,146.0 1,162.3
S4 1,125.5 1,131.3 1,158.3
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,379.5 1,352.0 1,213.3
R3 1,302.5 1,275.3 1,192.3
R2 1,225.5 1,225.5 1,185.0
R1 1,198.3 1,198.3 1,178.0 1,212.0
PP 1,148.8 1,148.8 1,148.8 1,155.5
S1 1,121.5 1,121.5 1,164.0 1,135.0
S2 1,071.8 1,071.8 1,157.0
S3 995.0 1,044.5 1,149.8
S4 918.0 967.5 1,128.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,178.6 1,115.7 62.9 5.4% 23.3 2.0% 80% True False 143,371
10 1,178.6 1,086.3 92.3 7.9% 22.5 1.9% 87% True False 132,768
20 1,178.6 1,038.6 140.0 12.0% 26.3 2.2% 91% True False 173,387
40 1,178.6 1,038.6 140.0 12.0% 22.0 1.9% 91% True False 161,197
60 1,182.2 1,038.6 143.6 12.3% 18.3 1.6% 89% False False 107,583
80 1,182.2 1,038.6 143.6 12.3% 17.5 1.5% 89% False False 80,698
100 1,205.4 1,038.6 166.8 14.3% 15.5 1.3% 77% False False 64,566
120 1,205.4 1,038.6 166.8 14.3% 13.0 1.1% 77% False False 53,805
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 4.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,241.0
2.618 1,217.0
1.618 1,202.5
1.000 1,193.3
0.618 1,187.8
HIGH 1,178.5
0.618 1,173.0
0.500 1,171.3
0.382 1,169.5
LOW 1,164.0
0.618 1,154.8
1.000 1,149.3
1.618 1,140.0
2.618 1,125.5
4.250 1,101.5
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1,171.3 1,162.5
PP 1,169.5 1,158.8
S1 1,168.0 1,155.0

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

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