ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 1,102.5 1,084.4 -18.1 -1.6% 1,125.0
High 1,102.6 1,089.7 -12.9 -1.2% 1,125.0
Low 1,092.9 1,073.6 -19.3 -1.8% 1,096.4
Close 1,092.1 1,077.6 -14.5 -1.3% 1,109.7
Range 9.7 16.1 6.4 66.0% 28.6
ATR 10.3 10.9 0.6 5.7% 0.0
Volume 5 47 42 840.0% 177
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,128.5 1,119.3 1,086.5
R3 1,112.5 1,103.0 1,082.0
R2 1,096.5 1,096.5 1,080.5
R1 1,087.0 1,087.0 1,079.0 1,083.8
PP 1,080.3 1,080.3 1,080.3 1,078.5
S1 1,071.0 1,071.0 1,076.0 1,067.5
S2 1,064.3 1,064.3 1,074.8
S3 1,048.0 1,054.8 1,073.3
S4 1,032.0 1,038.8 1,068.8
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,196.3 1,181.5 1,125.5
R3 1,167.5 1,153.0 1,117.5
R2 1,139.0 1,139.0 1,115.0
R1 1,124.3 1,124.3 1,112.3 1,117.3
PP 1,110.3 1,110.3 1,110.3 1,107.0
S1 1,095.8 1,095.8 1,107.0 1,088.8
S2 1,081.8 1,081.8 1,104.5
S3 1,053.3 1,067.3 1,101.8
S4 1,024.5 1,038.5 1,094.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,111.2 1,073.6 37.6 3.5% 12.5 1.2% 11% False True 29
10 1,149.8 1,073.6 76.2 7.1% 9.3 0.9% 5% False True 26
20 1,163.0 1,073.6 89.4 8.3% 4.8 0.4% 4% False True 14
40 1,168.1 1,073.6 94.5 8.8% 2.3 0.2% 4% False True 7
60 1,168.1 1,073.6 94.5 8.8% 1.5 0.1% 4% False True 338
80 1,195.6 1,073.6 122.0 11.3% 1.3 0.1% 3% False True 523
100 1,195.6 1,073.6 122.0 11.3% 1.0 0.1% 3% False True 418
120 1,195.6 1,073.6 122.0 11.3% 0.8 0.1% 3% False True 442
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 2.5
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 1,158.0
2.618 1,131.8
1.618 1,115.8
1.000 1,105.8
0.618 1,099.8
HIGH 1,089.8
0.618 1,083.5
0.500 1,081.8
0.382 1,079.8
LOW 1,073.5
0.618 1,063.8
1.000 1,057.5
1.618 1,047.5
2.618 1,031.5
4.250 1,005.3
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 1,081.8 1,092.5
PP 1,080.3 1,087.5
S1 1,079.0 1,082.5

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

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