ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 1,170.9 1,164.1 -6.8 -0.6% 1,117.1
High 1,178.6 1,170.0 -8.6 -0.7% 1,176.0
Low 1,163.9 1,157.9 -6.0 -0.5% 1,099.1
Close 1,166.3 1,162.3 -4.0 -0.3% 1,171.0
Range 14.7 12.1 -2.6 -17.7% 76.9
ATR 23.1 22.3 -0.8 -3.4% 0.0
Volume 116,282 99,781 -16,501 -14.2% 693,184
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,199.8 1,193.0 1,169.0
R3 1,187.5 1,181.0 1,165.8
R2 1,175.5 1,175.5 1,164.5
R1 1,169.0 1,169.0 1,163.5 1,166.3
PP 1,163.5 1,163.5 1,163.5 1,162.0
S1 1,156.8 1,156.8 1,161.3 1,154.0
S2 1,151.3 1,151.3 1,160.0
S3 1,139.3 1,144.8 1,159.0
S4 1,127.0 1,132.5 1,155.8
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 1,131.6 47.0 4.0% 19.0 1.6% 65% False False 131,112
10 1,178.6 1,092.2 86.4 7.4% 21.3 1.8% 81% False False 130,355
20 1,178.6 1,038.6 140.0 12.0% 25.8 2.2% 88% False False 170,415
40 1,178.6 1,038.6 140.0 12.0% 22.0 1.9% 88% False False 163,567
60 1,182.2 1,038.6 143.6 12.4% 18.3 1.6% 86% False False 109,245
80 1,182.2 1,038.6 143.6 12.4% 17.5 1.5% 86% False False 81,946
100 1,205.4 1,038.6 166.8 14.4% 15.8 1.3% 74% False False 65,564
120 1,205.4 1,038.6 166.8 14.4% 13.0 1.1% 74% False False 54,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,221.5
2.618 1,201.8
1.618 1,189.5
1.000 1,182.0
0.618 1,177.5
HIGH 1,170.0
0.618 1,165.5
0.500 1,164.0
0.382 1,162.5
LOW 1,158.0
0.618 1,150.5
1.000 1,145.8
1.618 1,138.3
2.618 1,126.3
4.250 1,106.5
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 1,164.0 1,166.0
PP 1,163.5 1,164.8
S1 1,162.8 1,163.5

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

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