ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 1,171.9 1,169.2 -2.7 -0.2% 1,170.9
High 1,175.7 1,178.5 2.8 0.2% 1,178.6
Low 1,162.0 1,168.5 6.5 0.6% 1,157.9
Close 1,170.1 1,177.2 7.1 0.6% 1,170.1
Range 13.7 10.0 -3.7 -27.0% 20.7
ATR 20.4 19.6 -0.7 -3.6% 0.0
Volume 87,978 74,041 -13,937 -15.8% 490,718
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,204.8 1,201.0 1,182.8
R3 1,194.8 1,191.0 1,180.0
R2 1,184.8 1,184.8 1,179.0
R1 1,181.0 1,181.0 1,178.0 1,182.8
PP 1,174.8 1,174.8 1,174.8 1,175.8
S1 1,171.0 1,171.0 1,176.3 1,172.8
S2 1,164.8 1,164.8 1,175.3
S3 1,154.8 1,161.0 1,174.5
S4 1,144.8 1,151.0 1,171.8
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,231.0 1,221.3 1,181.5
R3 1,210.3 1,200.5 1,175.8
R2 1,189.5 1,189.5 1,174.0
R1 1,179.8 1,179.8 1,172.0 1,174.3
PP 1,168.8 1,168.8 1,168.8 1,166.0
S1 1,159.3 1,159.3 1,168.3 1,153.8
S2 1,148.3 1,148.3 1,166.3
S3 1,127.5 1,138.5 1,164.5
S4 1,106.8 1,117.8 1,158.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,178.5 1,157.9 20.6 1.7% 12.0 1.0% 94% True False 89,695
10 1,178.6 1,115.7 62.9 5.3% 17.8 1.5% 98% False False 116,533
20 1,178.6 1,038.8 139.8 11.9% 21.8 1.9% 99% False False 144,320
40 1,178.6 1,038.6 140.0 11.9% 21.5 1.8% 99% False False 159,048
60 1,182.2 1,038.6 143.6 12.2% 18.3 1.6% 97% False False 115,051
80 1,182.2 1,038.6 143.6 12.2% 17.3 1.5% 97% False False 86,299
100 1,205.4 1,038.6 166.8 14.2% 16.3 1.4% 83% False False 69,051
120 1,205.4 1,038.6 166.8 14.2% 13.5 1.1% 83% False False 57,542
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1,221.0
2.618 1,204.8
1.618 1,194.8
1.000 1,188.5
0.618 1,184.8
HIGH 1,178.5
0.618 1,174.8
0.500 1,173.5
0.382 1,172.3
LOW 1,168.5
0.618 1,162.3
1.000 1,158.5
1.618 1,152.3
2.618 1,142.3
4.250 1,126.0
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 1,176.0 1,174.8
PP 1,174.8 1,172.0
S1 1,173.5 1,169.5

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

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