ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 1,186.5 1,167.5 -19.0 -1.6% 1,200.0
High 1,187.2 1,167.5 -19.7 -1.7% 1,188.0
Low 1,167.4 1,148.3 -19.1 -1.6% 1,167.4
Close 1,167.4 1,148.8 -18.6 -1.6% 1,167.4
Range 19.8 19.2 -0.6 -3.0% 20.6
ATR 14.2 14.6 0.4 2.5% 0.0
Volume 890 2,889 1,999 224.6% 1,245
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,212.5 1,199.8 1,159.3
R3 1,193.3 1,180.8 1,154.0
R2 1,174.0 1,174.0 1,152.3
R1 1,161.5 1,161.5 1,150.5 1,158.3
PP 1,154.8 1,154.8 1,154.8 1,153.3
S1 1,142.3 1,142.3 1,147.0 1,139.0
S2 1,135.8 1,135.8 1,145.3
S3 1,116.5 1,123.0 1,143.5
S4 1,097.3 1,103.8 1,138.3
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,236.0 1,222.3 1,178.8
R3 1,215.5 1,201.8 1,173.0
R2 1,194.8 1,194.8 1,171.3
R1 1,181.3 1,181.3 1,169.3 1,177.8
PP 1,174.3 1,174.3 1,174.3 1,172.5
S1 1,160.5 1,160.5 1,165.5 1,157.0
S2 1,153.8 1,153.8 1,163.5
S3 1,133.0 1,140.0 1,161.8
S4 1,112.5 1,119.3 1,156.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.0 1,148.3 39.7 3.5% 13.0 1.1% 1% False True 826
10 1,188.0 1,144.3 43.7 3.8% 14.5 1.3% 10% False False 491
20 1,188.0 1,144.3 43.7 3.8% 12.3 1.1% 10% False False 260
40 1,188.0 1,038.8 149.2 13.0% 13.3 1.1% 74% False False 145
60 1,188.0 1,038.8 149.2 13.0% 10.8 0.9% 74% False False 102
80 1,188.0 1,038.8 149.2 13.0% 8.0 0.7% 74% False False 77
100 1,188.0 1,038.8 149.2 13.0% 6.5 0.6% 74% False False 238
120 1,195.6 1,038.8 156.8 13.6% 5.5 0.5% 70% False False 397
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,249.0
2.618 1,217.8
1.618 1,198.5
1.000 1,186.8
0.618 1,179.3
HIGH 1,167.5
0.618 1,160.3
0.500 1,158.0
0.382 1,155.8
LOW 1,148.3
0.618 1,136.5
1.000 1,129.0
1.618 1,117.3
2.618 1,098.0
4.250 1,066.8
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 1,158.0 1,167.8
PP 1,154.8 1,161.5
S1 1,151.8 1,155.0

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

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