ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 1,135.0 1,139.0 4.0 0.4% 1,106.1
High 1,139.7 1,155.0 15.3 1.3% 1,138.6
Low 1,127.1 1,136.0 8.9 0.8% 1,090.8
Close 1,138.3 1,151.2 12.9 1.1% 1,134.4
Range 12.6 19.0 6.4 50.8% 47.8
ATR 21.1 20.9 -0.1 -0.7% 0.0
Volume 63,926 98,519 34,593 54.1% 588,597
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,204.5 1,196.8 1,161.8
R3 1,185.5 1,177.8 1,156.5
R2 1,166.5 1,166.5 1,154.8
R1 1,158.8 1,158.8 1,153.0 1,162.5
PP 1,147.5 1,147.5 1,147.5 1,149.3
S1 1,139.8 1,139.8 1,149.5 1,143.5
S2 1,128.5 1,128.5 1,147.8
S3 1,109.5 1,120.8 1,146.0
S4 1,090.5 1,101.8 1,140.8
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,264.8 1,247.3 1,160.8
R3 1,216.8 1,199.5 1,147.5
R2 1,169.0 1,169.0 1,143.3
R1 1,151.8 1,151.8 1,138.8 1,160.5
PP 1,121.3 1,121.3 1,121.3 1,125.5
S1 1,104.0 1,104.0 1,130.0 1,112.5
S2 1,073.5 1,073.5 1,125.8
S3 1,025.8 1,056.3 1,121.3
S4 977.8 1,008.3 1,108.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,155.0 1,090.8 64.2 5.6% 18.5 1.6% 94% True False 122,265
10 1,157.5 1,090.8 66.7 5.8% 21.8 1.9% 91% False False 133,849
20 1,191.1 1,090.8 100.3 8.7% 22.8 2.0% 60% False False 135,719
40 1,208.2 1,090.8 117.4 10.2% 19.8 1.7% 51% False False 97,848
60 1,208.2 1,085.1 123.1 10.7% 14.5 1.3% 54% False False 65,238
80 1,208.2 1,085.1 123.1 10.7% 11.3 1.0% 54% False False 48,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,235.8
2.618 1,204.8
1.618 1,185.8
1.000 1,174.0
0.618 1,166.8
HIGH 1,155.0
0.618 1,147.8
0.500 1,145.5
0.382 1,143.3
LOW 1,136.0
0.618 1,124.3
1.000 1,117.0
1.618 1,105.3
2.618 1,086.3
4.250 1,055.3
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 1,149.3 1,146.5
PP 1,147.5 1,142.0
S1 1,145.5 1,137.5

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

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