ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 1,079.5 1,053.9 -25.6 -2.4% 1,100.0
High 1,079.6 1,067.2 -12.4 -1.1% 1,100.0
Low 1,055.8 1,041.8 -14.0 -1.3% 1,041.8
Close 1,061.4 1,044.4 -17.0 -1.6% 1,044.4
Range 23.8 25.4 1.6 6.7% 58.2
ATR 14.2 15.0 0.8 5.7% 0.0
Volume 12 12 0 0.0% 199
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,127.3 1,111.3 1,058.3
R3 1,102.0 1,085.8 1,051.5
R2 1,076.5 1,076.5 1,049.0
R1 1,060.5 1,060.5 1,046.8 1,055.8
PP 1,051.3 1,051.3 1,051.3 1,048.8
S1 1,035.0 1,035.0 1,042.0 1,030.5
S2 1,025.8 1,025.8 1,039.8
S3 1,000.3 1,009.8 1,037.5
S4 975.0 984.3 1,030.5
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,236.8 1,198.8 1,076.5
R3 1,178.5 1,140.5 1,060.5
R2 1,120.3 1,120.3 1,055.0
R1 1,082.3 1,082.3 1,049.8 1,072.3
PP 1,062.0 1,062.0 1,062.0 1,057.0
S1 1,024.3 1,024.3 1,039.0 1,014.0
S2 1,003.8 1,003.8 1,033.8
S3 945.8 966.0 1,028.5
S4 887.5 907.8 1,012.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,100.0 1,041.8 58.2 5.6% 20.5 2.0% 4% False True 39
10 1,111.2 1,041.8 69.4 6.6% 16.5 1.6% 4% False True 33
20 1,149.8 1,041.8 108.0 10.3% 11.0 1.0% 2% False True 26
40 1,168.1 1,041.8 126.3 12.1% 5.5 0.5% 2% False True 13
60 1,168.1 1,041.8 126.3 12.1% 3.8 0.4% 2% False True 170
80 1,195.6 1,041.8 153.8 14.7% 2.8 0.3% 2% False True 516
100 1,195.6 1,041.8 153.8 14.7% 2.3 0.2% 2% False True 421
120 1,195.6 1,041.8 153.8 14.7% 1.8 0.2% 2% False True 398
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 3.8
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 1,175.3
2.618 1,133.8
1.618 1,108.3
1.000 1,092.5
0.618 1,083.0
HIGH 1,067.3
0.618 1,057.5
0.500 1,054.5
0.382 1,051.5
LOW 1,041.8
0.618 1,026.0
1.000 1,016.5
1.618 1,000.8
2.618 975.3
4.250 933.8
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 1,054.5 1,060.8
PP 1,051.3 1,055.3
S1 1,047.8 1,049.8

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

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