ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1,145.8 1,166.7 20.9 1.8% 1,104.9
High 1,167.6 1,170.8 3.2 0.3% 1,167.6
Low 1,145.8 1,164.2 18.4 1.6% 1,104.9
Close 1,166.7 1,161.9 -4.8 -0.4% 1,166.7
Range 21.8 6.6 -15.2 -69.7% 62.7
ATR 17.1 16.3 -0.7 -4.4% 0.0
Volume 108 10 -98 -90.7% 293
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,185.5 1,180.3 1,165.5
R3 1,178.8 1,173.8 1,163.8
R2 1,172.3 1,172.3 1,163.0
R1 1,167.0 1,167.0 1,162.5 1,166.3
PP 1,165.8 1,165.8 1,165.8 1,165.3
S1 1,160.5 1,160.5 1,161.3 1,159.8
S2 1,159.0 1,159.0 1,160.8
S3 1,152.5 1,153.8 1,160.0
S4 1,145.8 1,147.3 1,158.3
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,334.5 1,313.3 1,201.3
R3 1,271.8 1,250.5 1,184.0
R2 1,209.0 1,209.0 1,178.3
R1 1,188.0 1,188.0 1,172.5 1,198.5
PP 1,146.5 1,146.5 1,146.5 1,151.8
S1 1,125.3 1,125.3 1,161.0 1,135.8
S2 1,083.8 1,083.8 1,155.3
S3 1,021.0 1,062.5 1,149.5
S4 958.3 999.8 1,132.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,170.8 1,121.7 49.1 4.2% 18.0 1.5% 82% True False 56
10 1,170.8 1,090.9 79.9 6.9% 9.5 0.8% 89% True False 32
20 1,170.8 1,038.8 132.0 11.4% 13.5 1.2% 93% True False 28
40 1,170.8 1,038.8 132.0 11.4% 10.3 0.9% 93% True False 24
60 1,170.8 1,038.8 132.0 11.4% 6.8 0.6% 93% True False 16
80 1,170.8 1,038.8 132.0 11.4% 5.0 0.4% 93% True False 213
100 1,195.6 1,038.8 156.8 13.5% 4.0 0.3% 79% False False 425
120 1,195.6 1,038.8 156.8 13.5% 3.5 0.3% 79% False False 354
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,198.8
2.618 1,188.0
1.618 1,181.5
1.000 1,177.5
0.618 1,175.0
HIGH 1,170.8
0.618 1,168.3
0.500 1,167.5
0.382 1,166.8
LOW 1,164.3
0.618 1,160.0
1.000 1,157.5
1.618 1,153.5
2.618 1,147.0
4.250 1,136.3
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1,167.5 1,157.3
PP 1,165.8 1,152.8
S1 1,163.8 1,148.3

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

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