ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	1,081.8	1,090.3	8.5	0.8%	1,110.8
High	1,095.8	1,106.2	10.4	0.9%	1,117.7
Low	1,072.0	1,090.3	18.3	1.7%	1,072.0
Close	1,091.3	1,098.3	7.0	0.6%	1,098.3
Range	23.8	15.9	-7.9	-33.2%	45.7
ATR	17.0	16.9	-0.1	-0.5%	0.0
Volume	222,252	132,111	-90,141	-40.6%	911,058

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,146.0	1,138.0	1,107.0
R3	1,130.0	1,122.3	1,102.8
R2	1,114.3	1,114.3	1,101.3
R1	1,106.3	1,106.3	1,099.8	1,110.3
PP	1,098.3	1,098.3	1,098.3	1,100.3
S1	1,090.3	1,090.3	1,096.8	1,094.3
S2	1,082.3	1,082.3	1,095.5
S3	1,066.5	1,074.5	1,094.0
S4	1,050.5	1,058.5	1,089.5

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,233.0	1,211.5	1,123.5
R3	1,187.5	1,165.8	1,110.8
R2	1,141.8	1,141.8	1,106.8
R1	1,120.0	1,120.0	1,102.5	1,108.0
PP	1,096.0	1,096.0	1,096.0	1,090.0
S1	1,074.3	1,074.3	1,094.0	1,062.3
S2	1,050.3	1,050.3	1,090.0
S3	1,004.5	1,028.5	1,085.8
S4	959.0	983.0	1,073.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,117.7	1,072.0	45.7	4.2%	20.3	1.8%	58%	False	False	182,211
10	1,139.3	1,072.0	67.3	6.1%	19.0	1.7%	39%	False	False	163,926
20	1,169.8	1,072.0	97.8	8.9%	17.3	1.6%	27%	False	False	142,023
40	1,182.2	1,072.0	110.2	10.0%	14.5	1.3%	24%	False	False	71,127
60	1,182.2	1,072.0	110.2	10.0%	14.5	1.3%	24%	False	False	47,434
80	1,205.4	1,072.0	133.4	12.1%	12.8	1.2%	20%	False	False	35,584
100	1,205.4	1,072.0	133.4	12.1%	10.0	0.9%	20%	False	False	28,467
120	1,205.4	1,072.0	133.4	12.1%	8.5	0.8%	20%	False	False	23,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,173.8
2.618	1,147.8
1.618	1,132.0
1.000	1,122.0
0.618	1,116.0
HIGH	1,106.3
0.618	1,100.3
0.500	1,098.3
0.382	1,096.3
LOW	1,090.3
0.618	1,080.5
1.000	1,074.5
1.618	1,064.5
2.618	1,048.8
4.250	1,022.8

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	1,098.3	1,095.3
PP	1,098.3	1,092.3
S1	1,098.3	1,089.0

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