ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 1,174.3 1,183.3 9.0 0.8% 1,171.6
High 1,185.1 1,189.0 3.9 0.3% 1,185.1
Low 1,172.0 1,163.3 -8.7 -0.7% 1,151.9
Close 1,182.3 1,166.2 -16.1 -1.4% 1,182.3
Range 13.1 25.7 12.6 96.2% 33.2
ATR 17.0 17.7 0.6 3.6% 0.0
Volume 93,990 106,121 12,131 12.9% 469,093
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,250.0 1,233.8 1,180.3
R3 1,224.3 1,208.0 1,173.3
R2 1,198.5 1,198.5 1,171.0
R1 1,182.3 1,182.3 1,168.5 1,177.5
PP 1,172.8 1,172.8 1,172.8 1,170.5
S1 1,156.8 1,156.8 1,163.8 1,152.0
S2 1,147.3 1,147.3 1,161.5
S3 1,121.5 1,131.0 1,159.3
S4 1,095.8 1,105.3 1,152.0
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,272.8 1,260.8 1,200.5
R3 1,239.5 1,227.5 1,191.5
R2 1,206.3 1,206.3 1,188.5
R1 1,194.3 1,194.3 1,185.3 1,200.3
PP 1,173.0 1,173.0 1,173.0 1,176.0
S1 1,161.0 1,161.0 1,179.3 1,167.0
S2 1,140.0 1,140.0 1,176.3
S3 1,106.8 1,128.0 1,173.3
S4 1,073.5 1,094.8 1,164.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,189.0 1,152.9 36.1 3.1% 17.8 1.5% 37% True False 93,853
10 1,194.0 1,151.9 42.1 3.6% 17.0 1.5% 34% False False 80,080
20 1,194.0 1,148.2 45.8 3.9% 16.0 1.4% 39% False False 85,684
40 1,194.0 1,038.6 155.4 13.3% 19.3 1.7% 82% False False 118,497
60 1,194.0 1,038.6 155.4 13.3% 19.8 1.7% 82% False False 136,674
80 1,194.0 1,038.6 155.4 13.3% 18.0 1.5% 82% False False 106,785
100 1,194.0 1,038.6 155.4 13.3% 17.0 1.5% 82% False False 85,437
120 1,205.4 1,038.6 166.8 14.3% 16.0 1.4% 76% False False 71,206
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 2.4
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,298.3
2.618 1,256.3
1.618 1,230.5
1.000 1,214.8
0.618 1,205.0
HIGH 1,189.0
0.618 1,179.3
0.500 1,176.3
0.382 1,173.0
LOW 1,163.3
0.618 1,147.5
1.000 1,137.5
1.618 1,121.8
2.618 1,096.0
4.250 1,054.0
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 1,176.3 1,176.3
PP 1,172.8 1,172.8
S1 1,169.5 1,169.5

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

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