ICE Russell 2000 Mini Future June 2014

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

Day Change Summary
	Previous	Current
	11-Apr-2014	14-Apr-2014	Change	Change %	Previous Week
Open	1,123.7	1,106.1	-17.6	-1.6%	1,151.0
High	1,126.4	1,123.9	-2.5	-0.2%	1,157.5
Low	1,102.7	1,101.0	-1.7	-0.2%	1,102.7
Close	1,108.4	1,111.1	2.7	0.2%	1,108.4
Range	23.7	22.9	-0.8	-3.4%	54.8
ATR	22.0	22.1	0.1	0.3%	0.0
Volume	169,936	139,716	-30,220	-17.8%	746,755

Daily Pivots for day following 14-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,180.8	1,168.8	1,123.8
R3	1,157.8	1,146.0	1,117.5
R2	1,135.0	1,135.0	1,115.3
R1	1,123.0	1,123.0	1,113.3	1,129.0
PP	1,112.0	1,112.0	1,112.0	1,115.0
S1	1,100.0	1,100.0	1,109.0	1,106.0
S2	1,089.0	1,089.0	1,107.0
S3	1,066.3	1,077.3	1,104.8
S4	1,043.3	1,054.3	1,098.5

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,287.3	1,252.8	1,138.5
R3	1,232.5	1,197.8	1,123.5
R2	1,177.8	1,177.8	1,118.5
R1	1,143.0	1,143.0	1,113.5	1,133.0
PP	1,122.8	1,122.8	1,122.8	1,117.8
S1	1,088.3	1,088.3	1,103.5	1,078.3
S2	1,068.0	1,068.0	1,098.3
S3	1,013.3	1,033.5	1,093.3
S4	958.5	978.8	1,078.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,157.5	1,101.0	56.5	5.1%	25.0	2.2%	18%	False	True	145,434
10	1,191.1	1,101.0	90.1	8.1%	24.3	2.2%	11%	False	True	139,045
20	1,204.8	1,101.0	103.8	9.3%	23.3	2.1%	10%	False	True	139,977
40	1,208.2	1,101.0	107.2	9.6%	18.5	1.7%	9%	False	True	82,570
60	1,208.2	1,085.1	123.1	11.1%	13.3	1.2%	21%	False	False	55,050

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,221.3
2.618	1,183.8
1.618	1,161.0
1.000	1,146.8
0.618	1,138.0
HIGH	1,124.0
0.618	1,115.3
0.500	1,112.5
0.382	1,109.8
LOW	1,101.0
0.618	1,086.8
1.000	1,078.0
1.618	1,064.0
2.618	1,041.0
4.250	1,003.8

Fisher Pivots for day following 14-Apr-2014
Pivot	1 day	3 day
R1	1,112.5	1,129.3
PP	1,112.0	1,123.3
S1	1,111.5	1,117.3

Download as Excel Spreadsheet

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

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