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

Download as Excel Spreadsheet

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

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