ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	1,092.9	1,104.2	11.3	1.0%	1,124.6
High	1,105.7	1,135.1	29.4	2.7%	1,127.4
Low	1,087.1	1,104.2	17.1	1.6%	1,087.1
Close	1,104.5	1,129.5	25.0	2.3%	1,104.5
Range	18.6	30.9	12.3	66.1%	40.3
ATR	20.7	21.4	0.7	3.5%	0.0
Volume	144,160	150,226	6,066	4.2%	765,725

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,215.8	1,203.5	1,146.5
R3	1,184.8	1,172.5	1,138.0
R2	1,153.8	1,153.8	1,135.3
R1	1,141.8	1,141.8	1,132.3	1,147.8
PP	1,123.0	1,123.0	1,123.0	1,126.0
S1	1,110.8	1,110.8	1,126.8	1,116.8
S2	1,092.0	1,092.0	1,123.8
S3	1,061.3	1,079.8	1,121.0
S4	1,030.3	1,049.0	1,112.5

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,227.3	1,206.3	1,126.8
R3	1,187.0	1,165.8	1,115.5
R2	1,146.8	1,146.8	1,112.0
R1	1,125.5	1,125.5	1,108.3	1,116.0
PP	1,106.3	1,106.3	1,106.3	1,101.5
S1	1,085.3	1,085.3	1,100.8	1,075.8
S2	1,066.0	1,066.0	1,097.0
S3	1,025.8	1,045.0	1,093.5
S4	985.5	1,004.8	1,082.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,135.1	1,087.1	48.0	4.2%	23.5	2.1%	88%	True	False	158,939
10	1,136.1	1,087.1	49.0	4.3%	20.8	1.8%	87%	False	False	150,944
20	1,155.0	1,087.1	67.9	6.0%	20.5	1.8%	62%	False	False	140,609
40	1,204.8	1,087.1	117.7	10.4%	22.0	1.9%	36%	False	False	141,062
60	1,208.2	1,087.1	121.1	10.7%	19.0	1.7%	35%	False	False	99,588
80	1,208.2	1,085.1	123.1	10.9%	14.8	1.3%	36%	False	False	74,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,266.5
2.618	1,216.0
1.618	1,185.0
1.000	1,166.0
0.618	1,154.3
HIGH	1,135.0
0.618	1,123.3
0.500	1,119.8
0.382	1,116.0
LOW	1,104.3
0.618	1,085.0
1.000	1,073.3
1.618	1,054.3
2.618	1,023.3
4.250	973.0

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	1,126.3	1,123.3
PP	1,123.0	1,117.3
S1	1,119.8	1,111.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols