ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 1,172.1 1,164.3 -7.8 -0.7% 1,169.2
High 1,174.5 1,176.5 2.0 0.2% 1,190.5
Low 1,161.8 1,163.5 1.7 0.1% 1,168.5
Close 1,164.3 1,167.7 3.4 0.3% 1,172.9
Range 12.7 13.0 0.3 2.4% 22.0
ATR 17.6 17.3 -0.3 -1.9% 0.0
Volume 94,833 106,708 11,875 12.5% 381,984
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,208.3 1,201.0 1,174.8
R3 1,195.3 1,188.0 1,171.3
R2 1,182.3 1,182.3 1,170.0
R1 1,175.0 1,175.0 1,169.0 1,178.5
PP 1,169.3 1,169.3 1,169.3 1,171.0
S1 1,162.0 1,162.0 1,166.5 1,165.5
S2 1,156.3 1,156.3 1,165.3
S3 1,143.3 1,149.0 1,164.0
S4 1,130.3 1,136.0 1,160.5
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,243.3 1,230.0 1,185.0
R3 1,221.3 1,208.0 1,179.0
R2 1,199.3 1,199.3 1,177.0
R1 1,186.0 1,186.0 1,175.0 1,192.8
PP 1,177.3 1,177.3 1,177.3 1,180.5
S1 1,164.0 1,164.0 1,171.0 1,170.8
S2 1,155.3 1,155.3 1,168.8
S3 1,133.3 1,142.0 1,166.8
S4 1,111.3 1,120.0 1,160.8
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 1,161.8 28.7 2.5% 14.0 1.2% 21% False False 90,929
10 1,190.5 1,160.3 30.2 2.6% 12.8 1.1% 25% False False 85,818
20 1,190.5 1,092.2 98.3 8.4% 17.0 1.4% 77% False False 108,086
40 1,190.5 1,038.6 151.9 13.0% 20.8 1.8% 85% False False 147,647
60 1,190.5 1,038.6 151.9 13.0% 18.8 1.6% 85% False False 123,532
80 1,190.5 1,038.6 151.9 13.0% 17.3 1.5% 85% False False 92,665
100 1,205.4 1,038.6 166.8 14.3% 16.5 1.4% 77% False False 74,143
120 1,205.4 1,038.6 166.8 14.3% 14.0 1.2% 77% False False 61,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,231.8
2.618 1,210.5
1.618 1,197.5
1.000 1,189.5
0.618 1,184.5
HIGH 1,176.5
0.618 1,171.5
0.500 1,170.0
0.382 1,168.5
LOW 1,163.5
0.618 1,155.5
1.000 1,150.5
1.618 1,142.5
2.618 1,129.5
4.250 1,108.3
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 1,170.0 1,169.5
PP 1,169.3 1,169.0
S1 1,168.5 1,168.3

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

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