ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 1,049.9 1,087.6 37.7 3.6% 1,038.8
High 1,082.9 1,087.6 4.7 0.4% 1,087.6
Low 1,044.9 1,077.5 32.6 3.1% 1,038.8
Close 1,078.3 1,074.2 -4.1 -0.4% 1,074.2
Range 38.0 10.1 -27.9 -73.4% 48.8
ATR 17.3 16.8 -0.5 -3.0% 0.0
Volume 23 23 0 0.0% 101
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,110.0 1,102.3 1,079.8
R3 1,100.0 1,092.3 1,077.0
R2 1,089.8 1,089.8 1,076.0
R1 1,082.0 1,082.0 1,075.3 1,081.0
PP 1,079.8 1,079.8 1,079.8 1,079.3
S1 1,072.0 1,072.0 1,073.3 1,070.8
S2 1,069.8 1,069.8 1,072.3
S3 1,059.5 1,061.8 1,071.5
S4 1,049.5 1,051.8 1,068.8
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,213.3 1,192.5 1,101.0
R3 1,164.5 1,143.8 1,087.5
R2 1,115.8 1,115.8 1,083.3
R1 1,095.0 1,095.0 1,078.8 1,105.3
PP 1,066.8 1,066.8 1,066.8 1,072.0
S1 1,046.3 1,046.3 1,069.8 1,056.5
S2 1,018.0 1,018.0 1,065.3
S3 969.3 997.3 1,060.8
S4 920.5 948.5 1,047.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,087.6 1,038.8 48.8 4.5% 18.0 1.7% 73% True False 20
10 1,100.0 1,038.8 61.2 5.7% 19.3 1.8% 58% False False 30
20 1,125.0 1,038.8 86.2 8.0% 15.5 1.4% 41% False False 30
40 1,168.1 1,038.8 129.3 12.0% 7.8 0.7% 27% False False 15
60 1,168.1 1,038.8 129.3 12.0% 5.3 0.5% 27% False False 37
80 1,195.6 1,038.8 156.8 14.6% 3.8 0.4% 23% False False 410
100 1,195.6 1,038.8 156.8 14.6% 3.0 0.3% 23% False False 422
120 1,195.6 1,038.8 156.8 14.6% 2.5 0.2% 23% False False 365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 3.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,130.5
2.618 1,114.0
1.618 1,104.0
1.000 1,097.8
0.618 1,093.8
HIGH 1,087.5
0.618 1,083.8
0.500 1,082.5
0.382 1,081.3
LOW 1,077.5
0.618 1,071.3
1.000 1,067.5
1.618 1,061.3
2.618 1,051.0
4.250 1,034.5
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 1,082.5 1,070.5
PP 1,079.8 1,067.0
S1 1,077.0 1,063.3

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

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