ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	1,110.8	1,120.2	9.4	0.8%	1,141.1
High	1,122.9	1,127.2	4.3	0.4%	1,149.2
Low	1,103.4	1,110.4	7.0	0.6%	1,103.1
Close	1,120.0	1,117.9	-2.1	-0.2%	1,111.8
Range	19.5	16.8	-2.7	-13.8%	46.1
ATR	17.2	17.1	0.0	-0.2%	0.0
Volume	126,033	165,848	39,815	31.6%	727,905

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,169.0	1,160.3	1,127.3
R3	1,152.0	1,143.5	1,122.5
R2	1,135.3	1,135.3	1,121.0
R1	1,126.5	1,126.5	1,119.5	1,122.5
PP	1,118.5	1,118.5	1,118.5	1,116.5
S1	1,109.8	1,109.8	1,116.3	1,105.8
S2	1,101.8	1,101.8	1,114.8
S3	1,085.0	1,093.0	1,113.3
S4	1,068.0	1,076.3	1,108.8

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,259.8	1,231.8	1,137.3
R3	1,213.5	1,185.8	1,124.5
R2	1,167.5	1,167.5	1,120.3
R1	1,139.8	1,139.8	1,116.0	1,130.5
PP	1,121.3	1,121.3	1,121.3	1,116.8
S1	1,093.5	1,093.5	1,107.5	1,084.5
S2	1,075.3	1,075.3	1,103.3
S3	1,029.3	1,047.5	1,099.0
S4	983.0	1,001.3	1,086.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,149.2	1,103.1	46.1	4.1%	19.0	1.7%	32%	False	False	162,525
10	1,161.6	1,103.1	58.5	5.2%	16.8	1.5%	25%	False	False	133,335
20	1,176.0	1,103.1	72.9	6.5%	17.5	1.6%	20%	False	False	130,337
40	1,210.7	1,103.1	107.6	9.6%	16.3	1.5%	14%	False	False	119,148
60	1,210.7	1,080.0	130.7	11.7%	14.5	1.3%	29%	False	False	79,581
80	1,210.7	1,080.0	130.7	11.7%	11.3	1.0%	29%	False	False	59,686

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	3.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,198.5
2.618	1,171.3
1.618	1,154.5
1.000	1,144.0
0.618	1,137.5
HIGH	1,127.3
0.618	1,120.8
0.500	1,118.8
0.382	1,116.8
LOW	1,110.5
0.618	1,100.0
1.000	1,093.5
1.618	1,083.3
2.618	1,066.5
4.250	1,039.0

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	1,118.8	1,117.0
PP	1,118.5	1,116.0
S1	1,118.3	1,115.3

Download as Excel Spreadsheet

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

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