ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	1,138.6	1,130.9	-7.7	-0.7%	1,110.8
High	1,140.6	1,141.9	1.3	0.1%	1,130.3
Low	1,125.5	1,130.2	4.7	0.4%	1,103.4
Close	1,129.9	1,140.2	10.3	0.9%	1,126.1
Range	15.1	11.7	-3.4	-22.5%	26.9
ATR	18.0	17.6	-0.4	-2.4%	0.0
Volume	112,296	87,855	-24,441	-21.8%	685,830

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,172.5	1,168.0	1,146.8
R3	1,160.8	1,156.3	1,143.5
R2	1,149.3	1,149.3	1,142.3
R1	1,144.8	1,144.8	1,141.3	1,147.0
PP	1,137.5	1,137.5	1,137.5	1,138.5
S1	1,133.0	1,133.0	1,139.3	1,135.3
S2	1,125.8	1,125.8	1,138.0
S3	1,114.0	1,121.3	1,137.0
S4	1,102.3	1,109.5	1,133.8

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	3.7%	18.0	1.6%	83%	False	False	116,419
10	1,147.6	1,103.1	44.5	3.9%	19.8	1.7%	83%	False	False	140,004
20	1,161.6	1,103.1	58.5	5.1%	17.8	1.6%	63%	False	False	127,711
40	1,210.7	1,103.1	107.6	9.4%	17.0	1.5%	34%	False	False	121,800
60	1,210.7	1,087.6	123.1	10.8%	16.0	1.4%	43%	False	False	91,301
80	1,210.7	1,080.0	130.7	11.5%	12.5	1.1%	46%	False	False	68,488
100	1,210.7	1,080.0	130.7	11.5%	10.5	0.9%	46%	False	False	54,792

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	5.1
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,191.5
2.618	1,172.5
1.618	1,160.8
1.000	1,153.5
0.618	1,149.3
HIGH	1,142.0
0.618	1,137.5
0.500	1,136.0
0.382	1,134.8
LOW	1,130.3
0.618	1,123.0
1.000	1,118.5
1.618	1,111.3
2.618	1,099.5
4.250	1,080.5

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	1,138.8	1,139.0
PP	1,137.5	1,137.8
S1	1,136.0	1,136.5

Download as Excel Spreadsheet

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

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