ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 1,171.6 1,153.5 -18.1 -1.5% 1,170.6
High 1,171.6 1,171.7 0.1 0.0% 1,194.0
Low 1,151.9 1,152.9 1.0 0.1% 1,168.8
Close 1,152.9 1,167.7 14.8 1.3% 1,171.6
Range 19.7 18.8 -0.9 -4.6% 25.2
ATR 17.5 17.6 0.1 0.5% 0.0
Volume 105,945 88,240 -17,705 -16.7% 225,588
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,220.5 1,213.0 1,178.0
R3 1,201.8 1,194.0 1,172.8
R2 1,183.0 1,183.0 1,171.3
R1 1,175.3 1,175.3 1,169.5 1,179.0
PP 1,164.0 1,164.0 1,164.0 1,166.0
S1 1,156.5 1,156.5 1,166.0 1,160.3
S2 1,145.3 1,145.3 1,164.3
S3 1,126.5 1,137.8 1,162.5
S4 1,107.8 1,119.0 1,157.3
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 3.6% 16.8 1.4% 38% False False 71,053
10 1,194.0 1,148.2 45.8 3.9% 17.5 1.5% 43% False False 85,584
20 1,194.0 1,148.2 45.8 3.9% 15.0 1.3% 43% False False 85,354
40 1,194.0 1,038.6 155.4 13.3% 20.8 1.8% 83% False False 129,371
60 1,194.0 1,038.6 155.4 13.3% 19.8 1.7% 83% False False 135,916
80 1,194.0 1,038.6 155.4 13.3% 17.5 1.5% 83% False False 102,026
100 1,194.0 1,038.6 155.4 13.3% 17.0 1.5% 83% False False 81,630
120 1,205.4 1,038.6 166.8 14.3% 15.5 1.3% 77% False False 68,031
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 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,251.5
2.618 1,221.0
1.618 1,202.0
1.000 1,190.5
0.618 1,183.3
HIGH 1,171.8
0.618 1,164.5
0.500 1,162.3
0.382 1,160.0
LOW 1,153.0
0.618 1,141.3
1.000 1,134.0
1.618 1,122.5
2.618 1,103.8
4.250 1,073.0
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 1,166.0 1,173.0
PP 1,164.0 1,171.3
S1 1,162.3 1,169.5

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

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