ICE Russell 2000 Mini Future September 2014

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

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	1,159.0	1,154.5	-4.5	-0.4%	1,126.2
High	1,159.1	1,159.7	0.6	0.1%	1,152.5
Low	1,149.6	1,143.8	-5.8	-0.5%	1,125.5
Close	1,154.2	1,156.9	2.7	0.2%	1,140.8
Range	9.5	15.9	6.4	67.4%	27.0
ATR	16.3	16.3	0.0	-0.2%	0.0
Volume	97,233	92,957	-4,276	-4.4%	536,684

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,201.3	1,195.0	1,165.8
R3	1,185.3	1,179.0	1,161.3
R2	1,169.3	1,169.3	1,159.8
R1	1,163.3	1,163.3	1,158.3	1,166.3
PP	1,153.5	1,153.5	1,153.5	1,155.0
S1	1,147.3	1,147.3	1,155.5	1,150.3
S2	1,137.5	1,137.5	1,154.0
S3	1,121.8	1,131.3	1,152.5
S4	1,105.8	1,115.5	1,148.3

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,220.5	1,207.8	1,155.8
R3	1,193.5	1,180.8	1,148.3
R2	1,166.5	1,166.5	1,145.8
R1	1,153.8	1,153.8	1,143.3	1,160.3
PP	1,139.5	1,139.5	1,139.5	1,142.8
S1	1,126.8	1,126.8	1,138.3	1,133.3
S2	1,112.5	1,112.5	1,135.8
S3	1,085.5	1,099.8	1,133.5
S4	1,058.5	1,072.8	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	1,163.1	1,127.9	35.2	3.0%	14.5	1.3%	82%	False	False	99,471
10	1,163.1	1,105.2	57.9	5.0%	15.3	1.3%	89%	False	False	100,416
20	1,163.1	1,103.1	60.0	5.2%	16.8	1.5%	90%	False	False	120,382
40	1,210.7	1,103.1	107.6	9.3%	16.8	1.5%	50%	False	False	119,046
60	1,210.7	1,103.1	107.6	9.3%	16.0	1.4%	50%	False	False	100,783
80	1,210.7	1,080.0	130.7	11.3%	13.5	1.2%	59%	False	False	75,617
100	1,210.7	1,080.0	130.7	11.3%	11.0	1.0%	59%	False	False	60,494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,227.3
2.618	1,201.3
1.618	1,185.5
1.000	1,175.5
0.618	1,169.5
HIGH	1,159.8
0.618	1,153.8
0.500	1,151.8
0.382	1,149.8
LOW	1,143.8
0.618	1,134.0
1.000	1,128.0
1.618	1,118.0
2.618	1,102.3
4.250	1,076.3

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	1,155.3	1,155.8
PP	1,153.5	1,154.5
S1	1,151.8	1,153.5

Download as Excel Spreadsheet

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

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