ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	1,201.1	1,198.1	-3.0	-0.2%	1,174.3
High	1,202.7	1,204.5	1.8	0.1%	1,212.7
Low	1,191.3	1,181.3	-10.0	-0.8%	1,162.1
Close	1,200.5	1,185.0	-15.5	-1.3%	1,203.9
Range	11.4	23.2	11.8	103.5%	50.6
ATR	16.9	17.4	0.4	2.6%	0.0
Volume	106,898	145,581	38,683	36.2%	700,009

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,259.8	1,245.8	1,197.8
R3	1,236.8	1,222.5	1,191.5
R2	1,213.5	1,213.5	1,189.3
R1	1,199.3	1,199.3	1,187.3	1,194.8
PP	1,190.3	1,190.3	1,190.3	1,188.0
S1	1,176.0	1,176.0	1,182.8	1,171.5
S2	1,167.0	1,167.0	1,180.8
S3	1,143.8	1,152.8	1,178.5
S4	1,120.8	1,129.8	1,172.3

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,344.8	1,325.0	1,231.8
R3	1,294.0	1,274.3	1,217.8
R2	1,243.5	1,243.5	1,213.3
R1	1,223.8	1,223.8	1,208.5	1,233.5
PP	1,193.0	1,193.0	1,193.0	1,197.8
S1	1,173.0	1,173.0	1,199.3	1,183.0
S2	1,142.3	1,142.3	1,194.5
S3	1,091.8	1,122.5	1,190.0
S4	1,041.0	1,072.0	1,176.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.7	1,181.3	31.4	2.6%	13.3	1.1%	12%	False	True	120,332
10	1,212.7	1,162.1	50.6	4.3%	17.3	1.5%	45%	False	False	136,924
20	1,212.7	1,113.8	98.9	8.3%	16.5	1.4%	72%	False	False	122,026
40	1,212.7	1,078.0	134.7	11.4%	18.3	1.5%	79%	False	False	126,006
60	1,212.7	1,078.0	134.7	11.4%	16.5	1.4%	79%	False	False	113,681
80	1,212.7	1,078.0	134.7	11.4%	14.8	1.2%	79%	False	False	85,863
100	1,212.7	1,078.0	134.7	11.4%	12.3	1.0%	79%	False	False	68,691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,303.0
2.618	1,265.3
1.618	1,242.0
1.000	1,227.8
0.618	1,218.8
HIGH	1,204.5
0.618	1,195.8
0.500	1,193.0
0.382	1,190.3
LOW	1,181.3
0.618	1,167.0
1.000	1,158.0
1.618	1,143.8
2.618	1,120.5
4.250	1,082.8

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	1,193.0	1,197.0
PP	1,190.3	1,193.0
S1	1,187.8	1,189.0

Download as Excel Spreadsheet

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

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