ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	1,180.6	1,171.6	-9.0	-0.8%	1,168.5
High	1,181.3	1,174.3	-7.0	-0.6%	1,181.3
Low	1,162.5	1,137.5	-25.0	-2.2%	1,137.5
Close	1,171.3	1,139.2	-32.1	-2.7%	1,139.2
Range	18.8	36.8	18.0	95.7%	43.8
ATR	12.8	14.5	1.7	13.4%	0.0
Volume	110,138	170,914	60,776	55.2%	426,741

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,260.8	1,236.8	1,159.5
R3	1,224.0	1,200.0	1,149.3
R2	1,187.3	1,187.3	1,146.0
R1	1,163.3	1,163.3	1,142.5	1,156.8
PP	1,150.3	1,150.3	1,150.3	1,147.0
S1	1,126.3	1,126.3	1,135.8	1,120.0
S2	1,113.5	1,113.5	1,132.5
S3	1,076.8	1,089.5	1,129.0
S4	1,040.0	1,052.8	1,119.0

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,284.0	1,255.5	1,163.3
R3	1,240.3	1,211.8	1,151.3
R2	1,196.5	1,196.5	1,147.3
R1	1,167.8	1,167.8	1,143.3	1,160.3
PP	1,152.8	1,152.8	1,152.8	1,149.0
S1	1,124.0	1,124.0	1,135.3	1,116.5
S2	1,108.8	1,108.8	1,131.3
S3	1,065.0	1,080.3	1,127.3
S4	1,021.3	1,036.5	1,115.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,181.3	1,137.5	43.8	3.8%	17.5	1.5%	4%	False	True	98,716
10	1,181.3	1,137.5	43.8	3.8%	15.5	1.4%	4%	False	True	97,412
20	1,181.3	1,137.5	43.8	3.8%	13.3	1.2%	4%	False	True	84,561
40	1,181.3	1,092.0	89.3	7.8%	13.3	1.2%	53%	False	False	67,967
60	1,181.3	1,079.2	102.1	9.0%	10.5	0.9%	59%	False	False	45,313
80	1,181.3	1,037.5	143.8	12.6%	8.0	0.7%	71%	False	False	33,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	1,330.8
2.618	1,270.8
1.618	1,233.8
1.000	1,211.0
0.618	1,197.0
HIGH	1,174.3
0.618	1,160.3
0.500	1,156.0
0.382	1,151.5
LOW	1,137.5
0.618	1,114.8
1.000	1,100.8
1.618	1,078.0
2.618	1,041.3
4.250	981.0

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	1,156.0	1,159.5
PP	1,150.3	1,152.8
S1	1,144.8	1,146.0

Download as Excel Spreadsheet

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

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