ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 1,174.0 1,166.0 -8.0 -0.7% 1,166.7
High 1,176.0 1,181.0 5.0 0.4% 1,170.8
Low 1,170.0 1,166.0 -4.0 -0.3% 1,154.9
Close 1,174.4 1,181.2 6.8 0.6% 1,165.6
Range 6.0 15.0 9.0 150.0% 15.9
ATR 13.7 13.8 0.1 0.7% 0.0
Volume 22 28 6 27.3% 111
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,221.0 1,216.3 1,189.5
R3 1,206.0 1,201.3 1,185.3
R2 1,191.0 1,191.0 1,184.0
R1 1,186.3 1,186.3 1,182.5 1,188.5
PP 1,176.0 1,176.0 1,176.0 1,177.3
S1 1,171.3 1,171.3 1,179.8 1,173.5
S2 1,161.0 1,161.0 1,178.5
S3 1,146.0 1,156.3 1,177.0
S4 1,131.0 1,141.3 1,173.0
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 1,181.0 1,157.0 24.0 2.0% 10.0 0.8% 101% True False 23
10 1,181.0 1,125.8 55.2 4.7% 12.8 1.1% 100% True False 40
20 1,181.0 1,044.9 136.1 11.5% 10.8 0.9% 100% True False 27
40 1,181.0 1,038.8 142.2 12.0% 11.8 1.0% 100% True False 28
60 1,181.0 1,038.8 142.2 12.0% 8.0 0.7% 100% True False 19
80 1,181.0 1,038.8 142.2 12.0% 6.0 0.5% 100% True False 74
100 1,195.6 1,038.8 156.8 13.3% 4.8 0.4% 91% False False 372
120 1,195.6 1,038.8 156.8 13.3% 4.0 0.3% 91% False False 356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,244.8
2.618 1,220.3
1.618 1,205.3
1.000 1,196.0
0.618 1,190.3
HIGH 1,181.0
0.618 1,175.3
0.500 1,173.5
0.382 1,171.8
LOW 1,166.0
0.618 1,156.8
1.000 1,151.0
1.618 1,141.8
2.618 1,126.8
4.250 1,102.3
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 1,178.8 1,178.5
PP 1,176.0 1,176.0
S1 1,173.5 1,173.5

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

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