ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 1,163.2 1,164.8 1.6 0.1% 1,117.1
High 1,172.9 1,172.1 -0.8 -0.1% 1,176.0
Low 1,160.3 1,160.5 0.2 0.0% 1,099.1
Close 1,165.7 1,171.4 5.7 0.5% 1,171.0
Range 12.6 11.6 -1.0 -7.9% 76.9
ATR 21.6 20.9 -0.7 -3.3% 0.0
Volume 97,898 88,779 -9,119 -9.3% 693,184
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,202.8 1,198.8 1,177.8
R3 1,191.3 1,187.0 1,174.5
R2 1,179.5 1,179.5 1,173.5
R1 1,175.5 1,175.5 1,172.5 1,177.5
PP 1,168.0 1,168.0 1,168.0 1,169.0
S1 1,164.0 1,164.0 1,170.3 1,166.0
S2 1,156.5 1,156.5 1,169.3
S3 1,144.8 1,152.3 1,168.3
S4 1,133.3 1,140.8 1,165.0
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 1,153.3 25.3 2.2% 14.8 1.3% 72% False False 110,578
10 1,178.6 1,099.1 79.5 6.8% 18.5 1.6% 91% False False 120,404
20 1,178.6 1,038.6 140.0 12.0% 23.3 2.0% 95% False False 158,180
40 1,178.6 1,038.6 140.0 12.0% 21.8 1.9% 95% False False 165,037
60 1,182.2 1,038.6 143.6 12.3% 18.3 1.6% 92% False False 112,355
80 1,182.2 1,038.6 143.6 12.3% 17.5 1.5% 92% False False 84,278
100 1,205.4 1,038.6 166.8 14.2% 16.0 1.4% 80% False False 67,431
120 1,205.4 1,038.6 166.8 14.2% 13.3 1.1% 80% False False 56,192
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,221.5
2.618 1,202.5
1.618 1,190.8
1.000 1,183.8
0.618 1,179.3
HIGH 1,172.0
0.618 1,167.8
0.500 1,166.3
0.382 1,165.0
LOW 1,160.5
0.618 1,153.3
1.000 1,149.0
1.618 1,141.8
2.618 1,130.3
4.250 1,111.3
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 1,169.8 1,169.5
PP 1,168.0 1,167.5
S1 1,166.3 1,165.5

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

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