ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 1,046.1 1,045.1 -1.0 -0.1% 1,057.0
High 1,051.4 1,053.5 2.1 0.2% 1,062.0
Low 1,040.8 1,036.1 -4.7 -0.5% 1,040.5
Close 1,045.8 1,052.1 6.3 0.6% 1,045.8
Range 10.6 17.4 6.8 64.2% 21.5
ATR 11.8 12.2 0.4 3.4% 0.0
Volume 88,827 77,225 -11,602 -13.1% 370,278
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,099.5 1,093.3 1,061.8
R3 1,082.0 1,075.8 1,057.0
R2 1,064.8 1,064.8 1,055.3
R1 1,058.3 1,058.3 1,053.8 1,061.5
PP 1,047.3 1,047.3 1,047.3 1,048.8
S1 1,041.0 1,041.0 1,050.5 1,044.0
S2 1,029.8 1,029.8 1,049.0
S3 1,012.5 1,023.5 1,047.3
S4 995.0 1,006.3 1,042.5
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,114.0 1,101.3 1,057.5
R3 1,092.5 1,079.8 1,051.8
R2 1,071.0 1,071.0 1,049.8
R1 1,058.3 1,058.3 1,047.8 1,054.0
PP 1,049.5 1,049.5 1,049.5 1,047.3
S1 1,036.8 1,036.8 1,043.8 1,032.5
S2 1,028.0 1,028.0 1,041.8
S3 1,006.5 1,015.3 1,040.0
S4 985.0 993.8 1,034.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,061.3 1,036.1 25.2 2.4% 12.3 1.2% 63% False True 79,347
10 1,062.0 1,036.1 25.9 2.5% 11.0 1.0% 62% False True 78,144
20 1,062.0 1,034.0 28.0 2.7% 11.5 1.1% 65% False False 78,508
40 1,062.0 938.0 124.0 11.8% 13.3 1.3% 92% False False 104,230
60 1,062.0 938.0 124.0 11.8% 13.3 1.3% 92% False False 74,345
80 1,062.0 909.0 153.0 14.5% 10.3 1.0% 94% False False 55,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,127.5
2.618 1,099.0
1.618 1,081.8
1.000 1,071.0
0.618 1,064.3
HIGH 1,053.5
0.618 1,046.8
0.500 1,044.8
0.382 1,042.8
LOW 1,036.0
0.618 1,025.3
1.000 1,018.8
1.618 1,008.0
2.618 990.5
4.250 962.3
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 1,049.8 1,049.8
PP 1,047.3 1,047.3
S1 1,044.8 1,044.8

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

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