ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	1,126.7	1,145.2	18.5	1.6%	1,155.7
High	1,149.6	1,145.8	-3.8	-0.3%	1,170.3
Low	1,124.0	1,134.9	10.9	1.0%	1,123.8
Close	1,146.4	1,142.2	-4.2	-0.4%	1,146.4
Range	25.6	10.9	-14.7	-57.4%	46.5
ATR	17.5	17.1	-0.4	-2.4%	0.0
Volume	129,986	111,701	-18,285	-14.1%	687,624

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,173.8	1,168.8	1,148.3
R3	1,162.8	1,158.0	1,145.3
R2	1,151.8	1,151.8	1,144.3
R1	1,147.0	1,147.0	1,143.3	1,144.0
PP	1,141.0	1,141.0	1,141.0	1,139.5
S1	1,136.3	1,136.3	1,141.3	1,133.0
S2	1,130.0	1,130.0	1,140.3
S3	1,119.3	1,125.3	1,139.3
S4	1,108.3	1,114.3	1,136.3

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,286.3	1,262.8	1,172.0
R3	1,239.8	1,216.3	1,159.3
R2	1,193.3	1,193.3	1,155.0
R1	1,169.8	1,169.8	1,150.8	1,158.3
PP	1,146.8	1,146.8	1,146.8	1,141.0
S1	1,123.3	1,123.3	1,142.3	1,111.8
S2	1,100.3	1,100.3	1,138.0
S3	1,053.8	1,076.8	1,133.5
S4	1,007.3	1,030.3	1,120.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,165.0	1,123.8	41.2	3.6%	19.5	1.7%	45%	False	False	141,596
10	1,182.5	1,123.8	58.7	5.1%	19.0	1.7%	31%	False	False	132,343
20	1,210.7	1,123.8	86.9	7.6%	17.5	1.5%	21%	False	False	119,368
40	1,210.7	1,106.8	103.9	9.1%	15.8	1.4%	34%	False	False	83,463
60	1,210.7	1,080.0	130.7	11.4%	11.8	1.0%	48%	False	False	55,672
80	1,210.7	1,080.0	130.7	11.4%	9.0	0.8%	48%	False	False	41,755

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,192.0
2.618	1,174.3
1.618	1,163.5
1.000	1,156.8
0.618	1,152.5
HIGH	1,145.8
0.618	1,141.8
0.500	1,140.3
0.382	1,139.0
LOW	1,135.0
0.618	1,128.3
1.000	1,124.0
1.618	1,117.3
2.618	1,106.3
4.250	1,088.5

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	1,141.5	1,140.3
PP	1,141.0	1,138.5
S1	1,140.3	1,136.8

Download as Excel Spreadsheet

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

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