ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	1,164.1	1,163.2	-0.9	-0.1%	1,117.1
High	1,170.0	1,172.9	2.9	0.2%	1,176.0
Low	1,157.9	1,160.3	2.4	0.2%	1,099.1
Close	1,162.3	1,165.7	3.4	0.3%	1,171.0
Range	12.1	12.6	0.5	4.1%	76.9
ATR	22.3	21.6	-0.7	-3.1%	0.0
Volume	99,781	97,898	-1,883	-1.9%	693,184

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,204.0	1,197.5	1,172.8
R3	1,191.5	1,185.0	1,169.3
R2	1,179.0	1,179.0	1,168.0
R1	1,172.3	1,172.3	1,166.8	1,175.5
PP	1,166.3	1,166.3	1,166.3	1,168.0
S1	1,159.8	1,159.8	1,164.5	1,163.0
S2	1,153.8	1,153.8	1,163.5
S3	1,141.0	1,147.0	1,162.3
S4	1,128.5	1,134.5	1,158.8

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,379.5	1,352.0	1,213.3
R3	1,302.5	1,275.3	1,192.3
R2	1,225.5	1,225.5	1,185.0
R1	1,198.3	1,198.3	1,178.0	1,212.0
PP	1,148.8	1,148.8	1,148.8	1,155.5
S1	1,121.5	1,121.5	1,164.0	1,135.0
S2	1,071.8	1,071.8	1,157.0
S3	995.0	1,044.5	1,149.8
S4	918.0	967.5	1,128.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,178.6	1,131.6	47.0	4.0%	17.8	1.5%	73%	False	False	119,686
10	1,178.6	1,092.2	86.4	7.4%	20.3	1.7%	85%	False	False	127,018
20	1,178.6	1,038.6	140.0	12.0%	24.8	2.1%	91%	False	False	164,979
40	1,178.6	1,038.6	140.0	12.0%	22.0	1.9%	91%	False	False	165,117
60	1,182.2	1,038.6	143.6	12.3%	18.3	1.6%	89%	False	False	110,875
80	1,182.2	1,038.6	143.6	12.3%	17.5	1.5%	89%	False	False	83,169
100	1,205.4	1,038.6	166.8	14.3%	15.8	1.4%	76%	False	False	66,543
120	1,205.4	1,038.6	166.8	14.3%	13.3	1.1%	76%	False	False	55,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,226.5
2.618	1,206.0
1.618	1,193.3
1.000	1,185.5
0.618	1,180.8
HIGH	1,173.0
0.618	1,168.0
0.500	1,166.5
0.382	1,165.0
LOW	1,160.3
0.618	1,152.5
1.000	1,147.8
1.618	1,140.0
2.618	1,127.3
4.250	1,106.8

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	1,166.5	1,168.3
PP	1,166.3	1,167.5
S1	1,166.0	1,166.5

Download as Excel Spreadsheet

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

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