ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	1,092.9	1,101.2	8.3	0.8%	1,104.2
High	1,106.1	1,115.4	9.3	0.8%	1,135.1
Low	1,090.0	1,100.3	10.3	0.9%	1,078.7
Close	1,101.5	1,111.3	9.8	0.9%	1,099.6
Range	16.1	15.1	-1.0	-6.2%	56.4
ATR	21.0	20.6	-0.4	-2.0%	0.0
Volume	141,233	110,017	-31,216	-22.1%	798,286

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,154.3	1,148.0	1,119.5
R3	1,139.3	1,132.8	1,115.5
R2	1,124.0	1,124.0	1,114.0
R1	1,117.8	1,117.8	1,112.8	1,121.0
PP	1,109.0	1,109.0	1,109.0	1,110.5
S1	1,102.5	1,102.5	1,110.0	1,105.8
S2	1,094.0	1,094.0	1,108.5
S3	1,078.8	1,087.5	1,107.3
S4	1,063.8	1,072.5	1,103.0

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,273.8	1,243.0	1,130.5
R3	1,217.3	1,186.8	1,115.0
R2	1,160.8	1,160.8	1,110.0
R1	1,130.3	1,130.3	1,104.8	1,117.3
PP	1,104.5	1,104.5	1,104.5	1,098.0
S1	1,073.8	1,073.8	1,094.5	1,061.0
S2	1,048.0	1,048.0	1,089.3
S3	991.8	1,017.5	1,084.0
S4	935.3	961.0	1,068.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,115.4	1,084.7	30.7	2.8%	19.3	1.7%	87%	True	False	130,559
10	1,135.1	1,078.7	56.4	5.1%	20.8	1.9%	58%	False	False	146,844
20	1,141.6	1,078.7	62.9	5.7%	21.3	1.9%	52%	False	False	150,272
40	1,191.1	1,078.7	112.4	10.1%	21.3	1.9%	29%	False	False	141,322
60	1,208.2	1,078.7	129.5	11.7%	20.5	1.8%	25%	False	False	119,148
80	1,208.2	1,078.7	129.5	11.7%	16.5	1.5%	25%	False	False	89,368
100	1,208.2	1,078.7	129.5	11.7%	13.5	1.2%	25%	False	False	71,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,179.5
2.618	1,155.0
1.618	1,139.8
1.000	1,130.5
0.618	1,124.8
HIGH	1,115.5
0.618	1,109.8
0.500	1,107.8
0.382	1,106.0
LOW	1,100.3
0.618	1,091.0
1.000	1,085.3
1.618	1,075.8
2.618	1,060.8
4.250	1,036.0

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	1,110.3	1,108.3
PP	1,109.0	1,105.0
S1	1,107.8	1,102.0

Download as Excel Spreadsheet

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

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