ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	1,185.3	1,188.5	3.2	0.3%	1,185.3
High	1,190.4	1,191.1	0.7	0.1%	1,193.8
Low	1,182.1	1,171.8	-10.3	-0.9%	1,141.1
Close	1,188.9	1,178.1	-10.8	-0.9%	1,147.0
Range	8.3	19.3	11.0	132.5%	52.7
ATR	18.6	18.7	0.0	0.3%	0.0
Volume	98,411	104,860	6,449	6.6%	696,552

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,238.3	1,227.5	1,188.8
R3	1,219.0	1,208.3	1,183.5
R2	1,199.8	1,199.8	1,181.8
R1	1,188.8	1,188.8	1,179.8	1,184.5
PP	1,180.3	1,180.3	1,180.3	1,178.3
S1	1,169.5	1,169.5	1,176.3	1,165.3
S2	1,161.0	1,161.0	1,174.5
S3	1,141.8	1,150.3	1,172.8
S4	1,122.5	1,131.0	1,167.5

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	1,191.1	1,144.0	47.1	4.0%	18.5	1.6%	72%	True	False	116,271
10	1,204.8	1,141.1	63.7	5.4%	21.5	1.8%	58%	False	False	128,630
20	1,208.2	1,141.1	67.1	5.7%	20.3	1.7%	55%	False	False	110,981
40	1,208.2	1,109.6	98.6	8.4%	14.8	1.2%	69%	False	False	55,625
60	1,208.2	1,085.1	123.1	10.4%	10.3	0.9%	76%	False	False	37,086

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	5.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,273.0
2.618	1,241.8
1.618	1,222.3
1.000	1,210.5
0.618	1,203.0
HIGH	1,191.0
0.618	1,183.8
0.500	1,181.5
0.382	1,179.3
LOW	1,171.8
0.618	1,159.8
1.000	1,152.5
1.618	1,140.5
2.618	1,121.3
4.250	1,089.8

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	1,181.5	1,178.3
PP	1,180.3	1,178.3
S1	1,179.3	1,178.3

Download as Excel Spreadsheet

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

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