ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 1,193.3 1,171.6 -21.7 -1.8% 1,170.6
High 1,194.0 1,171.6 -22.4 -1.9% 1,194.0
Low 1,170.5 1,151.9 -18.6 -1.6% 1,168.8
Close 1,171.6 1,152.9 -18.7 -1.6% 1,171.6
Range 23.5 19.7 -3.8 -16.2% 25.2
ATR 17.4 17.5 0.2 1.0% 0.0
Volume 48,126 105,945 57,819 120.1% 225,588
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,218.0 1,205.0 1,163.8
R3 1,198.3 1,185.5 1,158.3
R2 1,178.5 1,178.5 1,156.5
R1 1,165.8 1,165.8 1,154.8 1,162.3
PP 1,158.8 1,158.8 1,158.8 1,157.0
S1 1,146.0 1,146.0 1,151.0 1,142.5
S2 1,139.0 1,139.0 1,149.3
S3 1,119.5 1,126.3 1,147.5
S4 1,099.8 1,106.5 1,142.0
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 1,151.9 42.1 3.7% 16.3 1.4% 2% False True 66,306
10 1,194.0 1,148.2 45.8 4.0% 17.0 1.5% 10% False False 86,243
20 1,194.0 1,148.2 45.8 4.0% 14.8 1.3% 10% False False 86,757
40 1,194.0 1,038.6 155.4 13.5% 20.8 1.8% 74% False False 130,719
60 1,194.0 1,038.6 155.4 13.5% 19.5 1.7% 74% False False 134,487
80 1,194.0 1,038.6 155.4 13.5% 17.5 1.5% 74% False False 100,923
100 1,194.0 1,038.6 155.4 13.5% 17.0 1.5% 74% False False 80,748
120 1,205.4 1,038.6 166.8 14.5% 15.3 1.3% 69% False False 67,296
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,255.3
2.618 1,223.3
1.618 1,203.5
1.000 1,191.3
0.618 1,183.8
HIGH 1,171.5
0.618 1,164.0
0.500 1,161.8
0.382 1,159.5
LOW 1,152.0
0.618 1,139.8
1.000 1,132.3
1.618 1,120.0
2.618 1,100.3
4.250 1,068.3
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 1,161.8 1,173.0
PP 1,158.8 1,166.3
S1 1,155.8 1,159.5

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

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