ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1,126.2 1,138.6 12.4 1.1% 1,110.8
High 1,147.6 1,140.6 -7.0 -0.6% 1,130.3
Low 1,126.2 1,125.5 -0.7 -0.1% 1,103.4
Close 1,137.7 1,129.9 -7.8 -0.7% 1,126.1
Range 21.4 15.1 -6.3 -29.4% 26.9
ATR 18.3 18.0 -0.2 -1.2% 0.0
Volume 110,102 112,296 2,194 2.0% 685,830
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,177.3 1,168.8 1,138.3
R3 1,162.3 1,153.5 1,134.0
R2 1,147.0 1,147.0 1,132.8
R1 1,138.5 1,138.5 1,131.3 1,135.3
PP 1,132.0 1,132.0 1,132.0 1,130.5
S1 1,123.5 1,123.5 1,128.5 1,120.3
S2 1,117.0 1,117.0 1,127.3
S3 1,101.8 1,108.3 1,125.8
S4 1,086.8 1,093.3 1,121.5
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,200.8 1,190.3 1,141.0
R3 1,173.8 1,163.3 1,133.5
R2 1,146.8 1,146.8 1,131.0
R1 1,136.5 1,136.5 1,128.5 1,141.8
PP 1,120.0 1,120.0 1,120.0 1,122.5
S1 1,109.5 1,109.5 1,123.8 1,114.8
S2 1,093.0 1,093.0 1,121.3
S3 1,066.3 1,082.8 1,118.8
S4 1,039.3 1,055.8 1,111.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,147.6 1,105.2 42.4 3.8% 20.3 1.8% 58% False False 123,269
10 1,149.2 1,103.1 46.1 4.1% 19.5 1.7% 58% False False 142,897
20 1,161.6 1,103.1 58.5 5.2% 18.0 1.6% 46% False False 130,716
40 1,210.7 1,103.1 107.6 9.5% 17.3 1.5% 25% False False 124,135
60 1,210.7 1,087.6 123.1 10.9% 16.0 1.4% 34% False False 89,853
80 1,210.7 1,080.0 130.7 11.6% 12.5 1.1% 38% False False 67,390
100 1,210.7 1,080.0 130.7 11.6% 10.3 0.9% 38% False False 53,914
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,204.8
2.618 1,180.3
1.618 1,165.0
1.000 1,155.8
0.618 1,150.0
HIGH 1,140.5
0.618 1,134.8
0.500 1,133.0
0.382 1,131.3
LOW 1,125.5
0.618 1,116.3
1.000 1,110.5
1.618 1,101.0
2.618 1,086.0
4.250 1,061.3
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1,133.0 1,128.8
PP 1,132.0 1,127.5
S1 1,131.0 1,126.5

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

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