ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	1,167.0	1,170.4	3.4	0.3%	1,174.2
High	1,171.8	1,174.1	2.3	0.2%	1,187.9
Low	1,157.5	1,164.2	6.7	0.6%	1,157.5
Close	1,170.0	1,172.6	2.6	0.2%	1,170.0
Range	14.3	9.9	-4.4	-30.8%	30.4
ATR	14.8	14.4	-0.3	-2.4%	0.0
Volume	116,327	90,702	-25,625	-22.0%	454,327

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,200.0	1,196.3	1,178.0
R3	1,190.0	1,186.3	1,175.3
R2	1,180.3	1,180.3	1,174.5
R1	1,176.5	1,176.5	1,173.5	1,178.3
PP	1,170.3	1,170.3	1,170.3	1,171.3
S1	1,166.5	1,166.5	1,171.8	1,168.5
S2	1,160.5	1,160.5	1,170.8
S3	1,150.5	1,156.5	1,170.0
S4	1,140.5	1,146.8	1,167.3

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,263.0	1,247.0	1,186.8
R3	1,232.5	1,216.5	1,178.3
R2	1,202.3	1,202.3	1,175.5
R1	1,186.0	1,186.0	1,172.8	1,179.0
PP	1,171.8	1,171.8	1,171.8	1,168.3
S1	1,155.8	1,155.8	1,167.3	1,148.5
S2	1,141.5	1,141.5	1,164.5
S3	1,111.0	1,125.3	1,161.8
S4	1,080.5	1,095.0	1,153.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,187.9	1,157.5	30.4	2.6%	14.3	1.2%	50%	False	False	109,005
10	1,187.9	1,157.5	30.4	2.6%	13.0	1.1%	50%	False	False	93,917
20	1,187.9	1,125.5	62.4	5.3%	13.5	1.1%	75%	False	False	95,838
40	1,187.9	1,103.1	84.8	7.2%	15.8	1.3%	82%	False	False	113,614
60	1,210.7	1,103.1	107.6	9.2%	15.8	1.3%	65%	False	False	115,954
80	1,210.7	1,080.0	130.7	11.1%	15.3	1.3%	71%	False	False	88,570
100	1,210.7	1,080.0	130.7	11.1%	12.3	1.0%	71%	False	False	70,856

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	4.3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,216.3
2.618	1,200.0
1.618	1,190.0
1.000	1,184.0
0.618	1,180.3
HIGH	1,174.0
0.618	1,170.3
0.500	1,169.3
0.382	1,168.0
LOW	1,164.3
0.618	1,158.0
1.000	1,154.3
1.618	1,148.3
2.618	1,138.3
4.250	1,122.0

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	1,171.5	1,171.5
PP	1,170.3	1,170.3
S1	1,169.3	1,169.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols