ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 1,170.0 1,168.0 -2.0 -0.2% 1,166.7
High 1,170.0 1,173.0 3.0 0.3% 1,170.8
Low 1,158.0 1,165.9 7.9 0.7% 1,154.9
Close 1,165.6 1,172.7 7.1 0.6% 1,165.6
Range 12.0 7.1 -4.9 -40.8% 15.9
ATR 14.9 14.3 -0.5 -3.6% 0.0
Volume 21 24 3 14.3% 111
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,191.8 1,189.3 1,176.5
R3 1,184.8 1,182.3 1,174.8
R2 1,177.8 1,177.8 1,174.0
R1 1,175.3 1,175.3 1,173.3 1,176.5
PP 1,170.5 1,170.5 1,170.5 1,171.3
S1 1,168.0 1,168.0 1,172.0 1,169.3
S2 1,163.5 1,163.5 1,171.5
S3 1,156.3 1,161.0 1,170.8
S4 1,149.3 1,153.8 1,168.8
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,211.5 1,204.5 1,174.3
R3 1,195.5 1,188.5 1,170.0
R2 1,179.8 1,179.8 1,168.5
R1 1,172.8 1,172.8 1,167.0 1,168.3
PP 1,163.8 1,163.8 1,163.8 1,161.5
S1 1,156.8 1,156.8 1,164.3 1,152.3
S2 1,147.8 1,147.8 1,162.8
S3 1,132.0 1,140.8 1,161.3
S4 1,116.0 1,125.0 1,156.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,173.0 1,154.9 18.1 1.5% 10.0 0.8% 98% True False 25
10 1,173.0 1,121.7 51.3 4.4% 14.0 1.2% 99% True False 40
20 1,173.0 1,038.9 134.1 11.4% 11.0 0.9% 100% True False 27
40 1,173.0 1,038.8 134.2 11.4% 11.3 1.0% 100% True False 27
60 1,173.0 1,038.8 134.2 11.4% 7.5 0.6% 100% True False 18
80 1,173.0 1,038.8 134.2 11.4% 5.8 0.5% 100% True False 114
100 1,195.6 1,038.8 156.8 13.4% 4.5 0.4% 85% False False 411
120 1,195.6 1,038.8 156.8 13.4% 3.8 0.3% 85% False False 355
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 1.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,203.3
2.618 1,191.5
1.618 1,184.5
1.000 1,180.0
0.618 1,177.5
HIGH 1,173.0
0.618 1,170.3
0.500 1,169.5
0.382 1,168.5
LOW 1,166.0
0.618 1,161.5
1.000 1,158.8
1.618 1,154.5
2.618 1,147.3
4.250 1,135.8
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 1,171.5 1,170.3
PP 1,170.5 1,167.5
S1 1,169.5 1,165.0

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

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