ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	1,139.9	1,143.2	3.3	0.3%	1,145.2
High	1,149.2	1,143.5	-5.7	-0.5%	1,161.6
Low	1,138.0	1,114.8	-23.2	-2.0%	1,134.9
Close	1,143.7	1,116.7	-27.0	-2.4%	1,140.6
Range	11.2	28.7	17.5	156.3%	26.7
ATR	15.9	16.8	0.9	5.8%	0.0
Volume	116,782	188,775	71,993	61.6%	526,459

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,211.0	1,192.5	1,132.5
R3	1,182.5	1,164.0	1,124.5
R2	1,153.8	1,153.8	1,122.0
R1	1,135.3	1,135.3	1,119.3	1,130.0
PP	1,125.0	1,125.0	1,125.0	1,122.5
S1	1,106.5	1,106.5	1,114.0	1,101.5
S2	1,096.3	1,096.3	1,111.5
S3	1,067.5	1,077.8	1,108.8
S4	1,039.0	1,049.0	1,101.0

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,225.8	1,210.0	1,155.3
R3	1,199.0	1,183.3	1,148.0
R2	1,172.5	1,172.5	1,145.5
R1	1,156.5	1,156.5	1,143.0	1,151.0
PP	1,145.8	1,145.8	1,145.8	1,143.0
S1	1,129.8	1,129.8	1,138.3	1,124.5
S2	1,119.0	1,119.0	1,135.8
S3	1,092.3	1,103.0	1,133.3
S4	1,065.5	1,076.5	1,126.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,149.6	1,114.8	34.8	3.1%	17.5	1.6%	5%	False	True	125,218
10	1,161.6	1,114.8	46.8	4.2%	16.5	1.5%	4%	False	True	116,916
20	1,204.6	1,114.8	89.8	8.0%	17.5	1.6%	2%	False	True	120,454
40	1,210.7	1,114.8	95.9	8.6%	16.5	1.5%	2%	False	True	106,596
60	1,210.7	1,080.0	130.7	11.7%	13.8	1.2%	28%	False	False	71,130
80	1,210.7	1,080.0	130.7	11.7%	10.5	0.9%	28%	False	False	53,348

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	2.3
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,265.5
2.618	1,218.8
1.618	1,190.0
1.000	1,172.3
0.618	1,161.3
HIGH	1,143.5
0.618	1,132.5
0.500	1,129.3
0.382	1,125.8
LOW	1,114.8
0.618	1,097.0
1.000	1,086.0
1.618	1,068.3
2.618	1,039.8
4.250	992.8

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	1,129.3	1,132.0
PP	1,125.0	1,127.0
S1	1,120.8	1,121.8

Download as Excel Spreadsheet

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

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