ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	1,148.9	1,150.0	1.1	0.1%	1,185.3
High	1,164.7	1,171.7	7.0	0.6%	1,193.8
Low	1,144.0	1,150.0	6.0	0.5%	1,141.1
Close	1,147.0	1,170.5	23.5	2.0%	1,147.0
Range	20.7	21.7	1.0	4.8%	52.7
ATR	18.8	19.2	0.4	2.3%	0.0
Volume	120,231	148,518	28,287	23.5%	696,552

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,229.3	1,221.5	1,182.5
R3	1,207.5	1,199.8	1,176.5
R2	1,185.8	1,185.8	1,174.5
R1	1,178.3	1,178.3	1,172.5	1,182.0
PP	1,164.0	1,164.0	1,164.0	1,166.0
S1	1,156.5	1,156.5	1,168.5	1,160.3
S2	1,142.3	1,142.3	1,166.5
S3	1,120.8	1,134.8	1,164.5
S4	1,099.0	1,113.0	1,158.5

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,318.8	1,285.5	1,176.0
R3	1,266.0	1,232.8	1,161.5
R2	1,213.3	1,213.3	1,156.8
R1	1,180.3	1,180.3	1,151.8	1,170.5
PP	1,160.8	1,160.8	1,160.8	1,155.8
S1	1,127.5	1,127.5	1,142.3	1,117.8
S2	1,108.0	1,108.0	1,137.3
S3	1,055.3	1,074.8	1,132.5
S4	1,002.5	1,022.0	1,118.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,187.9	1,141.1	46.8	4.0%	23.5	2.0%	63%	False	False	142,521
10	1,204.8	1,141.1	63.7	5.4%	22.3	1.9%	46%	False	False	140,909
20	1,208.2	1,141.1	67.1	5.7%	20.0	1.7%	44%	False	False	95,554
40	1,208.2	1,085.1	123.1	10.5%	13.5	1.1%	69%	False	False	47,812
60	1,208.2	1,085.1	123.1	10.5%	9.5	0.8%	69%	False	False	31,876

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,264.0
2.618	1,228.5
1.618	1,206.8
1.000	1,193.5
0.618	1,185.0
HIGH	1,171.8
0.618	1,163.5
0.500	1,160.8
0.382	1,158.3
LOW	1,150.0
0.618	1,136.5
1.000	1,128.3
1.618	1,115.0
2.618	1,093.3
4.250	1,057.8

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	1,167.3	1,165.8
PP	1,164.0	1,161.0
S1	1,160.8	1,156.5

Download as Excel Spreadsheet

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

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