ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	1,117.8	1,101.6	-16.2	-1.4%	1,124.6
High	1,120.0	1,103.9	-16.1	-1.4%	1,127.4
Low	1,098.6	1,078.7	-19.9	-1.8%	1,087.1
Close	1,101.4	1,092.8	-8.6	-0.8%	1,104.5
Range	21.4	25.2	3.8	17.8%	40.3
ATR	21.0	21.3	0.3	1.4%	0.0
Volume	177,108	198,100	20,992	11.9%	765,725

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,167.5	1,155.3	1,106.8
R3	1,142.3	1,130.0	1,099.8
R2	1,117.0	1,117.0	1,097.5
R1	1,105.0	1,105.0	1,095.0	1,098.3
PP	1,091.8	1,091.8	1,091.8	1,088.5
S1	1,079.8	1,079.8	1,090.5	1,073.3
S2	1,066.5	1,066.5	1,088.3
S3	1,041.5	1,054.5	1,085.8
S4	1,016.3	1,029.3	1,079.0

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	1,078.7	56.4	5.2%	22.5	2.0%	25%	False	True	163,129
10	1,136.1	1,078.7	57.4	5.3%	21.3	1.9%	25%	False	True	158,624
20	1,155.0	1,078.7	76.3	7.0%	20.5	1.9%	18%	False	True	142,571
40	1,204.8	1,078.7	126.1	11.5%	21.8	2.0%	11%	False	True	141,576
60	1,208.2	1,078.7	129.5	11.9%	19.5	1.8%	11%	False	True	108,275
80	1,208.2	1,078.7	129.5	11.9%	15.5	1.4%	11%	False	True	81,209

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	3.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,211.0
2.618	1,169.8
1.618	1,144.8
1.000	1,129.0
0.618	1,119.5
HIGH	1,104.0
0.618	1,094.3
0.500	1,091.3
0.382	1,088.3
LOW	1,078.8
0.618	1,063.3
1.000	1,053.5
1.618	1,038.0
2.618	1,012.8
4.250	971.5

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	1,092.3	1,106.0
PP	1,091.8	1,101.8
S1	1,091.3	1,097.3

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