ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	1,174.3	1,176.7	2.4	0.2%	1,163.9
High	1,179.2	1,212.5	33.3	2.8%	1,193.7
Low	1,162.1	1,175.8	13.7	1.2%	1,159.6
Close	1,175.2	1,205.6	30.4	2.6%	1,181.9
Range	17.1	36.7	19.6	114.6%	34.1
ATR	17.5	18.9	1.4	8.1%	0.0
Volume	168,396	182,428	14,032	8.3%	627,100

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,308.0	1,293.5	1,225.8
R3	1,271.3	1,256.8	1,215.8
R2	1,234.8	1,234.8	1,212.3
R1	1,220.3	1,220.3	1,209.0	1,227.5
PP	1,198.0	1,198.0	1,198.0	1,201.5
S1	1,183.5	1,183.5	1,202.3	1,190.8
S2	1,161.3	1,161.3	1,198.8
S3	1,124.5	1,146.8	1,195.5
S4	1,087.8	1,110.0	1,185.5

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,280.8	1,265.5	1,200.8
R3	1,246.5	1,231.3	1,191.3
R2	1,212.5	1,212.5	1,188.3
R1	1,197.3	1,197.3	1,185.0	1,204.8
PP	1,178.5	1,178.5	1,178.5	1,182.3
S1	1,163.0	1,163.0	1,178.8	1,170.8
S2	1,144.3	1,144.3	1,175.8
S3	1,110.3	1,129.0	1,172.5
S4	1,076.0	1,095.0	1,163.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.5	1,162.1	50.4	4.2%	21.5	1.8%	86%	True	False	153,516
10	1,212.5	1,141.1	71.4	5.9%	18.3	1.5%	90%	True	False	129,966
20	1,212.5	1,078.0	134.5	11.2%	17.5	1.5%	95%	True	False	126,994
40	1,212.5	1,078.0	134.5	11.2%	18.3	1.5%	95%	True	False	122,645
60	1,212.5	1,078.0	134.5	11.2%	16.5	1.4%	95%	True	False	104,445
80	1,212.5	1,078.0	134.5	11.2%	14.5	1.2%	95%	True	False	78,343
100	1,212.5	1,062.7	149.8	12.4%	11.5	1.0%	95%	True	False	62,675

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	4.9
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1,368.5
2.618	1,308.5
1.618	1,272.0
1.000	1,249.3
0.618	1,235.3
HIGH	1,212.5
0.618	1,198.5
0.500	1,194.3
0.382	1,189.8
LOW	1,175.8
0.618	1,153.0
1.000	1,139.0
1.618	1,116.5
2.618	1,079.8
4.250	1,019.8

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	1,201.8	1,199.5
PP	1,198.0	1,193.5
S1	1,194.3	1,187.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols