ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	1,171.6	1,140.5	-31.1	-2.7%	1,168.5
High	1,174.3	1,148.3	-26.0	-2.2%	1,181.3
Low	1,137.5	1,117.5	-20.0	-1.8%	1,137.5
Close	1,139.2	1,125.7	-13.5	-1.2%	1,139.2
Range	36.8	30.8	-6.0	-16.3%	43.8
ATR	14.5	15.7	1.2	8.0%	0.0
Volume	170,914	182,142	11,228	6.6%	426,741

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,223.0	1,205.0	1,142.8
R3	1,192.0	1,174.3	1,134.3
R2	1,161.3	1,161.3	1,131.3
R1	1,143.5	1,143.5	1,128.5	1,137.0
PP	1,130.5	1,130.5	1,130.5	1,127.3
S1	1,112.8	1,112.8	1,123.0	1,106.3
S2	1,099.8	1,099.8	1,120.0
S3	1,069.0	1,082.0	1,117.3
S4	1,038.0	1,051.0	1,108.8

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	1,117.5	63.8	5.7%	21.8	1.9%	13%	False	True	121,776
10	1,181.3	1,117.5	63.8	5.7%	17.5	1.6%	13%	False	True	107,204
20	1,181.3	1,117.5	63.8	5.7%	14.5	1.3%	13%	False	True	91,740
40	1,181.3	1,092.0	89.3	7.9%	14.0	1.2%	38%	False	False	72,520
60	1,181.3	1,079.2	102.1	9.1%	11.3	1.0%	46%	False	False	48,348
80	1,181.3	1,037.5	143.8	12.8%	8.5	0.7%	61%	False	False	36,263

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	2.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,279.3
2.618	1,229.0
1.618	1,198.3
1.000	1,179.0
0.618	1,167.3
HIGH	1,148.3
0.618	1,136.5
0.500	1,133.0
0.382	1,129.3
LOW	1,117.5
0.618	1,098.5
1.000	1,086.8
1.618	1,067.8
2.618	1,036.8
4.250	986.5

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	1,133.0	1,149.5
PP	1,130.5	1,141.5
S1	1,128.0	1,133.5

Download as Excel Spreadsheet

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

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