ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 1,169.2 1,177.4 8.2 0.7% 1,170.9
High 1,178.5 1,181.9 3.4 0.3% 1,178.6
Low 1,168.5 1,173.8 5.3 0.5% 1,157.9
Close 1,177.2 1,178.9 1.7 0.1% 1,170.1
Range 10.0 8.1 -1.9 -19.0% 20.7
ATR 19.6 18.8 -0.8 -4.2% 0.0
Volume 74,041 54,839 -19,202 -25.9% 490,718
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,202.5 1,198.8 1,183.3
R3 1,194.5 1,190.8 1,181.3
R2 1,186.3 1,186.3 1,180.5
R1 1,182.5 1,182.5 1,179.8 1,184.5
PP 1,178.3 1,178.3 1,178.3 1,179.0
S1 1,174.5 1,174.5 1,178.3 1,176.3
S2 1,170.0 1,170.0 1,177.5
S3 1,162.0 1,166.5 1,176.8
S4 1,154.0 1,158.3 1,174.5
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 1,181.9 1,160.3 21.6 1.8% 11.3 1.0% 86% True False 80,707
10 1,181.9 1,131.6 50.3 4.3% 15.3 1.3% 94% True False 105,909
20 1,181.9 1,038.8 143.1 12.1% 21.0 1.8% 98% True False 135,800
40 1,181.9 1,038.6 143.3 12.2% 21.3 1.8% 98% True False 155,222
60 1,182.2 1,038.6 143.6 12.2% 18.3 1.5% 98% False False 115,965
80 1,182.2 1,038.6 143.6 12.2% 17.3 1.5% 98% False False 86,984
100 1,205.4 1,038.6 166.8 14.1% 16.3 1.4% 84% False False 69,599
120 1,205.4 1,038.6 166.8 14.1% 13.5 1.1% 84% False False 57,999
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 True
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1,216.3
2.618 1,203.0
1.618 1,195.0
1.000 1,190.0
0.618 1,187.0
HIGH 1,182.0
0.618 1,178.8
0.500 1,177.8
0.382 1,177.0
LOW 1,173.8
0.618 1,168.8
1.000 1,165.8
1.618 1,160.8
2.618 1,152.5
4.250 1,139.5
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 1,178.5 1,176.5
PP 1,178.3 1,174.3
S1 1,177.8 1,172.0

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

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