ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	1,138.9	1,133.8	-5.1	-0.4%	1,131.0
High	1,140.0	1,136.5	-3.5	-0.3%	1,145.2
Low	1,128.5	1,118.5	-10.0	-0.9%	1,128.5
Close	1,133.2	1,126.1	-7.1	-0.6%	1,133.2
Range	11.5	18.0	6.5	56.5%	16.7
ATR	18.5	18.5	0.0	-0.2%	0.0
Volume	108,039	108,680	641	0.6%	416,877

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,181.0	1,171.5	1,136.0
R3	1,163.0	1,153.5	1,131.0
R2	1,145.0	1,145.0	1,129.5
R1	1,135.5	1,135.5	1,127.8	1,131.3
PP	1,127.0	1,127.0	1,127.0	1,125.0
S1	1,117.5	1,117.5	1,124.5	1,113.3
S2	1,109.0	1,109.0	1,122.8
S3	1,091.0	1,099.5	1,121.3
S4	1,073.0	1,081.5	1,116.3

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,185.8	1,176.3	1,142.5
R3	1,169.0	1,159.5	1,137.8
R2	1,152.3	1,152.3	1,136.3
R1	1,142.8	1,142.8	1,134.8	1,147.5
PP	1,135.8	1,135.8	1,135.8	1,138.0
S1	1,126.0	1,126.0	1,131.8	1,130.8
S2	1,119.0	1,119.0	1,130.3
S3	1,102.3	1,109.3	1,128.5
S4	1,085.5	1,092.8	1,124.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,145.2	1,118.5	26.7	2.4%	13.5	1.2%	28%	False	True	105,111
10	1,145.2	1,088.6	56.6	5.0%	16.3	1.4%	66%	False	False	105,415
20	1,145.2	1,078.7	66.5	5.9%	18.8	1.7%	71%	False	False	130,908
40	1,186.4	1,078.7	107.7	9.6%	20.5	1.8%	44%	False	False	136,313
60	1,208.2	1,078.7	129.5	11.5%	20.5	1.8%	37%	False	False	127,869
80	1,208.2	1,078.7	129.5	11.5%	17.8	1.6%	37%	False	False	95,969
100	1,208.2	1,078.7	129.5	11.5%	14.5	1.3%	37%	False	False	76,777

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	2.8
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,213.0
2.618	1,183.5
1.618	1,165.5
1.000	1,154.5
0.618	1,147.5
HIGH	1,136.5
0.618	1,129.5
0.500	1,127.5
0.382	1,125.5
LOW	1,118.5
0.618	1,107.5
1.000	1,100.5
1.618	1,089.5
2.618	1,071.5
4.250	1,042.0

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	1,127.5	1,129.8
PP	1,127.0	1,128.5
S1	1,126.5	1,127.3

Download as Excel Spreadsheet

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

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