ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 1,167.0 1,157.7 -9.3 -0.8% 1,169.2
High 1,167.8 1,169.8 2.0 0.2% 1,190.5
Low 1,148.2 1,149.3 1.1 0.1% 1,168.5
Close 1,157.4 1,169.4 12.0 1.0% 1,172.9
Range 19.6 20.5 0.9 4.6% 22.0
ATR 17.4 17.7 0.2 1.2% 0.0
Volume 124,843 93,097 -31,746 -25.4% 381,984
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,224.3 1,217.3 1,180.8
R3 1,203.8 1,196.8 1,175.0
R2 1,183.3 1,183.3 1,173.3
R1 1,176.3 1,176.3 1,171.3 1,179.8
PP 1,162.8 1,162.8 1,162.8 1,164.5
S1 1,155.8 1,155.8 1,167.5 1,159.3
S2 1,142.3 1,142.3 1,165.8
S3 1,121.8 1,135.3 1,163.8
S4 1,101.3 1,114.8 1,158.0
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 1,177.2 1,148.2 29.0 2.5% 14.8 1.3% 73% False False 99,016
10 1,190.5 1,148.2 42.3 3.6% 14.3 1.2% 50% False False 88,944
20 1,190.5 1,099.1 91.4 7.8% 16.5 1.4% 77% False False 104,674
40 1,190.5 1,038.6 151.9 13.0% 20.8 1.8% 86% False False 145,430
60 1,190.5 1,038.6 151.9 13.0% 19.0 1.6% 86% False False 127,150
80 1,190.5 1,038.6 151.9 13.0% 17.5 1.5% 86% False False 95,389
100 1,200.0 1,038.6 161.4 13.8% 16.5 1.4% 81% False False 76,321
120 1,205.4 1,038.6 166.8 14.3% 14.5 1.2% 78% False False 63,604
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 3.7
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,257.0
2.618 1,223.5
1.618 1,203.0
1.000 1,190.3
0.618 1,182.5
HIGH 1,169.8
0.618 1,162.0
0.500 1,159.5
0.382 1,157.3
LOW 1,149.3
0.618 1,136.8
1.000 1,128.8
1.618 1,116.3
2.618 1,095.8
4.250 1,062.3
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 1,166.0 1,167.0
PP 1,162.8 1,164.8
S1 1,159.5 1,162.3

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

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