ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 1,139.0 1,150.8 11.8 1.0% 1,106.1
High 1,155.0 1,152.6 -2.4 -0.2% 1,138.6
Low 1,136.0 1,142.5 6.5 0.6% 1,090.8
Close 1,151.2 1,146.2 -5.0 -0.4% 1,134.4
Range 19.0 10.1 -8.9 -46.8% 47.8
ATR 20.9 20.1 -0.8 -3.7% 0.0
Volume 98,519 100,840 2,321 2.4% 588,597
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,177.5 1,172.0 1,151.8
R3 1,167.3 1,161.8 1,149.0
R2 1,157.3 1,157.3 1,148.0
R1 1,151.8 1,151.8 1,147.3 1,149.5
PP 1,147.0 1,147.0 1,147.0 1,146.0
S1 1,141.5 1,141.5 1,145.3 1,139.3
S2 1,137.0 1,137.0 1,144.3
S3 1,127.0 1,131.5 1,143.5
S4 1,116.8 1,121.5 1,140.8
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,264.8 1,247.3 1,160.8
R3 1,216.8 1,199.5 1,147.5
R2 1,169.0 1,169.0 1,143.3
R1 1,151.8 1,151.8 1,138.8 1,160.5
PP 1,121.3 1,121.3 1,121.3 1,125.5
S1 1,104.0 1,104.0 1,130.0 1,112.5
S2 1,073.5 1,073.5 1,125.8
S3 1,025.8 1,056.3 1,121.3
S4 977.8 1,008.3 1,108.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,155.0 1,116.5 38.5 3.4% 14.5 1.3% 77% False False 103,045
10 1,157.5 1,090.8 66.7 5.8% 20.8 1.8% 83% False False 130,151
20 1,191.1 1,090.8 100.3 8.8% 22.0 1.9% 55% False False 134,290
40 1,208.2 1,090.8 117.4 10.2% 19.8 1.7% 47% False False 100,366
60 1,208.2 1,085.1 123.1 10.7% 14.8 1.3% 50% False False 66,918
80 1,208.2 1,085.1 123.1 10.7% 11.5 1.0% 50% False False 50,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,195.5
2.618 1,179.0
1.618 1,169.0
1.000 1,162.8
0.618 1,158.8
HIGH 1,152.5
0.618 1,148.8
0.500 1,147.5
0.382 1,146.3
LOW 1,142.5
0.618 1,136.3
1.000 1,132.5
1.618 1,126.3
2.618 1,116.0
4.250 1,099.5
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 1,147.5 1,144.5
PP 1,147.0 1,142.8
S1 1,146.8 1,141.0

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

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