ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	1,046.8	1,047.8	1.0	0.1%	1,100.2
High	1,064.5	1,073.3	8.8	0.8%	1,106.5
Low	1,038.6	1,047.8	9.2	0.9%	1,045.5
Close	1,044.3	1,060.1	15.8	1.5%	1,048.9
Range	25.9	25.5	-0.4	-1.5%	61.0
ATR	21.0	21.6	0.6	2.7%	0.0
Volume	213,828	225,239	11,411	5.3%	958,174

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,137.0	1,124.0	1,074.0
R3	1,111.5	1,098.5	1,067.0
R2	1,086.0	1,086.0	1,064.8
R1	1,073.0	1,073.0	1,062.5	1,079.5
PP	1,060.5	1,060.5	1,060.5	1,063.5
S1	1,047.5	1,047.5	1,057.8	1,054.0
S2	1,035.0	1,035.0	1,055.5
S3	1,009.5	1,022.0	1,053.0
S4	984.0	996.5	1,046.0

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,250.0	1,210.5	1,082.5
R3	1,189.0	1,149.5	1,065.8
R2	1,128.0	1,128.0	1,060.0
R1	1,088.5	1,088.5	1,054.5	1,077.8
PP	1,067.0	1,067.0	1,067.0	1,061.5
S1	1,027.5	1,027.5	1,043.3	1,016.8
S2	1,006.0	1,006.0	1,037.8
S3	945.0	966.5	1,032.0
S4	884.0	905.5	1,015.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,101.2	1,038.6	62.6	5.9%	30.8	2.9%	34%	False	False	219,166
10	1,106.5	1,038.6	67.9	6.4%	25.5	2.4%	32%	False	False	200,054
20	1,161.5	1,038.6	122.9	11.6%	21.5	2.0%	17%	False	False	174,644
40	1,182.2	1,038.6	143.6	13.5%	17.0	1.6%	15%	False	False	106,047
60	1,182.2	1,038.6	143.6	13.5%	16.0	1.5%	15%	False	False	70,712
80	1,205.4	1,038.6	166.8	15.7%	15.0	1.4%	13%	False	False	53,049
100	1,205.4	1,038.6	166.8	15.7%	12.0	1.1%	13%	False	False	42,439
120	1,205.4	1,038.6	166.8	15.7%	10.0	0.9%	13%	False	False	35,366

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	6.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,181.8
2.618	1,140.0
1.618	1,114.5
1.000	1,098.8
0.618	1,089.0
HIGH	1,073.3
0.618	1,063.5
0.500	1,060.5
0.382	1,057.5
LOW	1,047.8
0.618	1,032.0
1.000	1,022.3
1.618	1,006.5
2.618	981.0
4.250	939.5

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	1,060.5	1,058.8
PP	1,060.5	1,057.3
S1	1,060.3	1,056.0

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