ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	1,098.6	1,098.5	-0.1	0.0%	1,128.1
High	1,104.1	1,107.3	3.2	0.3%	1,130.8
Low	1,095.2	1,095.8	0.6	0.1%	1,095.2
Close	1,098.7	1,102.4	3.7	0.3%	1,102.4
Range	8.9	11.5	2.6	29.2%	35.6
ATR	10.9	11.0	0.0	0.4%	0.0
Volume	84,877	152,122	67,245	79.2%	280,854

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,136.3	1,130.8	1,108.8
R3	1,124.8	1,119.3	1,105.5
R2	1,113.3	1,113.3	1,104.5
R1	1,107.8	1,107.8	1,103.5	1,110.5
PP	1,101.8	1,101.8	1,101.8	1,103.3
S1	1,096.3	1,096.3	1,101.3	1,099.0
S2	1,090.3	1,090.3	1,100.3
S3	1,078.8	1,084.8	1,099.3
S4	1,067.3	1,073.3	1,096.0

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,216.3	1,195.0	1,122.0
R3	1,180.8	1,159.3	1,112.3
R2	1,145.0	1,145.0	1,109.0
R1	1,123.8	1,123.8	1,105.8	1,116.5
PP	1,109.5	1,109.5	1,109.5	1,106.0
S1	1,088.3	1,088.3	1,099.3	1,081.0
S2	1,073.8	1,073.8	1,095.8
S3	1,038.3	1,052.5	1,092.5
S4	1,002.8	1,017.0	1,082.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,130.8	1,095.2	35.6	3.2%	13.8	1.2%	20%	False	False	56,170
10	1,139.8	1,095.2	44.6	4.0%	13.3	1.2%	16%	False	False	28,513
20	1,143.6	1,092.5	51.1	4.6%	9.8	0.9%	19%	False	False	14,260
40	1,143.6	1,079.2	64.4	5.8%	6.3	0.6%	36%	False	False	7,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,156.3
2.618	1,137.5
1.618	1,126.0
1.000	1,118.8
0.618	1,114.5
HIGH	1,107.3
0.618	1,103.0
0.500	1,101.5
0.382	1,100.3
LOW	1,095.8
0.618	1,088.8
1.000	1,084.3
1.618	1,077.3
2.618	1,065.8
4.250	1,047.0

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	1,102.0	1,107.5
PP	1,101.8	1,105.8
S1	1,101.5	1,104.0

Download as Excel Spreadsheet

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

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