ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 29-Jan-2014

Day Change Summary
	Previous	Current
	28-Jan-2014	29-Jan-2014	Change	Change %	Previous Week
Open	1,126.6	1,143.5	16.9	1.5%	1,168.5
High	1,143.5	1,145.5	2.0	0.2%	1,181.3
Low	1,123.8	1,115.8	-8.0	-0.7%	1,137.5
Close	1,136.7	1,120.5	-16.2	-1.4%	1,139.2
Range	19.7	29.7	10.0	50.8%	43.8
ATR	16.0	16.9	1.0	6.1%	0.0
Volume	140,927	183,065	42,138	29.9%	426,741

Daily Pivots for day following 29-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,216.3	1,198.3	1,136.8
R3	1,186.8	1,168.5	1,128.8
R2	1,157.0	1,157.0	1,126.0
R1	1,138.8	1,138.8	1,123.3	1,133.0
PP	1,127.3	1,127.3	1,127.3	1,124.5
S1	1,109.0	1,109.0	1,117.8	1,103.3
S2	1,097.5	1,097.5	1,115.0
S3	1,067.8	1,079.3	1,112.3
S4	1,038.3	1,049.8	1,104.3

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	1,115.8	65.5	5.8%	27.3	2.4%	7%	False	True	157,437
10	1,181.3	1,115.8	65.5	5.8%	18.5	1.6%	7%	False	True	114,979
20	1,181.3	1,115.8	65.5	5.8%	16.3	1.4%	7%	False	True	103,594
40	1,181.3	1,092.0	89.3	8.0%	15.0	1.3%	32%	False	False	80,620
60	1,181.3	1,079.2	102.1	9.1%	12.0	1.1%	40%	False	False	53,748
80	1,181.3	1,037.5	143.8	12.8%	9.0	0.8%	58%	False	False	40,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,271.8
2.618	1,223.3
1.618	1,193.5
1.000	1,175.3
0.618	1,163.8
HIGH	1,145.5
0.618	1,134.3
0.500	1,130.8
0.382	1,127.3
LOW	1,115.8
0.618	1,097.5
1.000	1,086.0
1.618	1,067.8
2.618	1,038.0
4.250	989.5

Fisher Pivots for day following 29-Jan-2014
Pivot	1 day	3 day
R1	1,130.8	1,132.0
PP	1,127.3	1,128.3
S1	1,124.0	1,124.3

Download as Excel Spreadsheet

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

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