ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1,178.8 1,185.2 6.4 0.5% 1,170.9
High 1,186.2 1,190.5 4.3 0.4% 1,178.6
Low 1,169.1 1,171.2 2.1 0.2% 1,157.9
Close 1,185.7 1,173.2 -12.5 -1.1% 1,170.1
Range 17.1 19.3 2.2 12.9% 20.7
ATR 18.7 18.7 0.0 0.2% 0.0
Volume 85,172 92,330 7,158 8.4% 490,718
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,236.3 1,224.0 1,183.8
R3 1,217.0 1,204.8 1,178.5
R2 1,197.5 1,197.5 1,176.8
R1 1,185.5 1,185.5 1,175.0 1,181.8
PP 1,178.3 1,178.3 1,178.3 1,176.5
S1 1,166.0 1,166.0 1,171.5 1,162.5
S2 1,159.0 1,159.0 1,169.8
S3 1,139.8 1,146.8 1,168.0
S4 1,120.5 1,127.5 1,162.5
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 1,190.5 1,162.0 28.5 2.4% 13.8 1.2% 39% True False 78,872
10 1,190.5 1,153.3 37.2 3.2% 14.3 1.2% 53% True False 94,725
20 1,190.5 1,070.6 119.9 10.2% 19.0 1.6% 86% True False 114,750
40 1,190.5 1,038.6 151.9 12.9% 21.5 1.8% 89% True False 152,233
60 1,190.5 1,038.6 151.9 12.9% 18.8 1.6% 89% True False 118,920
80 1,190.5 1,038.6 151.9 12.9% 17.5 1.5% 89% True False 89,202
100 1,205.4 1,038.6 166.8 14.2% 16.3 1.4% 81% False False 71,373
120 1,205.4 1,038.6 166.8 14.2% 13.8 1.2% 81% False False 59,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,272.5
2.618 1,241.0
1.618 1,221.8
1.000 1,209.8
0.618 1,202.5
HIGH 1,190.5
0.618 1,183.3
0.500 1,180.8
0.382 1,178.5
LOW 1,171.3
0.618 1,159.3
1.000 1,152.0
1.618 1,140.0
2.618 1,120.8
4.250 1,089.3
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1,180.8 1,179.8
PP 1,178.3 1,177.5
S1 1,175.8 1,175.5

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

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