ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1,157.7 1,168.1 10.4 0.9% 1,172.1
High 1,169.8 1,188.5 18.7 1.6% 1,188.5
Low 1,149.3 1,166.5 17.2 1.5% 1,148.2
Close 1,169.4 1,170.6 1.2 0.1% 1,170.6
Range 20.5 22.0 1.5 7.3% 40.3
ATR 17.7 18.0 0.3 1.8% 0.0
Volume 93,097 111,424 18,327 19.7% 530,905
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,241.3 1,228.0 1,182.8
R3 1,219.3 1,206.0 1,176.8
R2 1,197.3 1,197.3 1,174.8
R1 1,184.0 1,184.0 1,172.5 1,190.5
PP 1,175.3 1,175.3 1,175.3 1,178.5
S1 1,162.0 1,162.0 1,168.5 1,168.5
S2 1,153.3 1,153.3 1,166.5
S3 1,131.3 1,140.0 1,164.5
S4 1,109.3 1,118.0 1,158.5
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,290.0 1,270.5 1,192.8
R3 1,249.8 1,230.3 1,181.8
R2 1,209.5 1,209.5 1,178.0
R1 1,190.0 1,190.0 1,174.3 1,179.5
PP 1,169.0 1,169.0 1,169.0 1,164.0
S1 1,149.8 1,149.8 1,167.0 1,139.3
S2 1,128.8 1,128.8 1,163.3
S3 1,088.5 1,109.5 1,159.5
S4 1,048.3 1,069.0 1,148.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.5 1,148.2 40.3 3.4% 17.5 1.5% 56% True False 106,181
10 1,190.5 1,148.2 42.3 3.6% 15.0 1.3% 53% False False 91,288
20 1,190.5 1,099.1 91.4 7.8% 17.0 1.4% 78% False False 104,839
40 1,190.5 1,038.6 151.9 13.0% 21.3 1.8% 87% False False 145,207
60 1,190.5 1,038.6 151.9 13.0% 19.3 1.7% 87% False False 129,005
80 1,190.5 1,038.6 151.9 13.0% 17.5 1.5% 87% False False 96,781
100 1,200.0 1,038.6 161.4 13.8% 16.8 1.4% 82% False False 77,435
120 1,205.4 1,038.6 166.8 14.2% 14.8 1.2% 79% False False 64,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,282.0
2.618 1,246.0
1.618 1,224.0
1.000 1,210.5
0.618 1,202.0
HIGH 1,188.5
0.618 1,180.0
0.500 1,177.5
0.382 1,175.0
LOW 1,166.5
0.618 1,153.0
1.000 1,144.5
1.618 1,131.0
2.618 1,109.0
4.250 1,073.0
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1,177.5 1,169.8
PP 1,175.3 1,169.0
S1 1,173.0 1,168.3

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

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