ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 1,186.2 1,193.3 7.1 0.6% 1,170.6
High 1,192.3 1,194.0 1.7 0.1% 1,194.0
Low 1,183.6 1,170.5 -13.1 -1.1% 1,168.8
Close 1,190.7 1,171.6 -19.1 -1.6% 1,171.6
Range 8.7 23.5 14.8 170.1% 25.2
ATR 16.9 17.4 0.5 2.8% 0.0
Volume 43,705 48,126 4,421 10.1% 225,588
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,249.3 1,234.0 1,184.5
R3 1,225.8 1,210.5 1,178.0
R2 1,202.3 1,202.3 1,176.0
R1 1,187.0 1,187.0 1,173.8 1,182.8
PP 1,178.8 1,178.8 1,178.8 1,176.8
S1 1,163.5 1,163.5 1,169.5 1,159.3
S2 1,155.3 1,155.3 1,167.3
S3 1,131.8 1,140.0 1,165.3
S4 1,108.3 1,116.5 1,158.8
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,253.8 1,237.8 1,185.5
R3 1,228.5 1,212.8 1,178.5
R2 1,203.3 1,203.3 1,176.3
R1 1,187.5 1,187.5 1,174.0 1,195.5
PP 1,178.3 1,178.3 1,178.3 1,182.0
S1 1,162.3 1,162.3 1,169.3 1,170.3
S2 1,153.0 1,153.0 1,167.0
S3 1,127.8 1,137.0 1,164.8
S4 1,102.5 1,111.8 1,157.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,194.0 1,166.5 27.5 2.3% 16.8 1.4% 19% True False 67,402
10 1,194.0 1,148.2 45.8 3.9% 15.8 1.3% 51% True False 83,209
20 1,194.0 1,148.2 45.8 3.9% 15.0 1.3% 51% True False 88,967
40 1,194.0 1,038.6 155.4 13.3% 20.5 1.8% 86% True False 131,373
60 1,194.0 1,038.6 155.4 13.3% 19.5 1.7% 86% True False 132,735
80 1,194.0 1,038.6 155.4 13.3% 17.5 1.5% 86% True False 99,599
100 1,194.0 1,038.6 155.4 13.3% 16.8 1.4% 86% True False 79,690
120 1,205.4 1,038.6 166.8 14.2% 15.3 1.3% 80% False False 66,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,294.0
2.618 1,255.5
1.618 1,232.0
1.000 1,217.5
0.618 1,208.5
HIGH 1,194.0
0.618 1,185.0
0.500 1,182.3
0.382 1,179.5
LOW 1,170.5
0.618 1,156.0
1.000 1,147.0
1.618 1,132.5
2.618 1,109.0
4.250 1,070.5
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 1,182.3 1,182.3
PP 1,178.8 1,178.8
S1 1,175.3 1,175.3

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

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