ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	1,129.2	1,143.0	13.8	1.2%	1,112.8
High	1,146.6	1,147.8	1.2	0.1%	1,147.8
Low	1,119.2	1,137.1	17.9	1.6%	1,104.7
Close	1,144.1	1,146.0	1.9	0.2%	1,146.0
Range	27.4	10.7	-16.7	-60.9%	43.1
ATR	18.9	18.3	-0.6	-3.1%	0.0
Volume	115,291	97,517	-17,774	-15.4%	529,469

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,175.8	1,171.5	1,152.0
R3	1,165.0	1,160.8	1,149.0
R2	1,154.3	1,154.3	1,148.0
R1	1,150.3	1,150.3	1,147.0	1,152.3
PP	1,143.8	1,143.8	1,143.8	1,144.8
S1	1,139.5	1,139.5	1,145.0	1,141.5
S2	1,133.0	1,133.0	1,144.0
S3	1,122.3	1,128.8	1,143.0
S4	1,111.5	1,118.0	1,140.0

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,262.3	1,247.3	1,169.8
R3	1,219.0	1,204.0	1,157.8
R2	1,176.0	1,176.0	1,154.0
R1	1,161.0	1,161.0	1,150.0	1,168.5
PP	1,132.8	1,132.8	1,132.8	1,136.5
S1	1,117.8	1,117.8	1,142.0	1,125.3
S2	1,089.8	1,089.8	1,138.0
S3	1,046.8	1,074.8	1,134.3
S4	1,003.5	1,031.8	1,122.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,147.8	1,104.7	43.1	3.8%	15.5	1.4%	96%	True	False	105,893
10	1,147.8	1,078.0	69.8	6.1%	19.8	1.7%	97%	True	False	135,016
20	1,181.3	1,078.0	103.3	9.0%	20.5	1.8%	66%	False	False	131,745
40	1,181.3	1,078.0	103.3	9.0%	16.8	1.5%	66%	False	False	106,691
60	1,181.3	1,078.0	103.3	9.0%	14.8	1.3%	66%	False	False	81,001
80	1,181.3	1,078.0	103.3	9.0%	12.0	1.0%	66%	False	False	60,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.4
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,193.3
2.618	1,175.8
1.618	1,165.0
1.000	1,158.5
0.618	1,154.5
HIGH	1,147.8
0.618	1,143.8
0.500	1,142.5
0.382	1,141.3
LOW	1,137.0
0.618	1,130.5
1.000	1,126.5
1.618	1,119.8
2.618	1,109.0
4.250	1,091.5

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	1,144.8	1,141.8
PP	1,143.8	1,137.8
S1	1,142.5	1,133.5

Download as Excel Spreadsheet

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

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