ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 1,003.3 1,007.9 4.6 0.5% 973.5
High 1,009.9 1,017.5 7.6 0.8% 1,004.3
Low 1,002.6 1,006.6 4.0 0.4% 970.6
Close 1,006.6 1,016.1 9.5 0.9% 1,003.1
Range 7.3 10.9 3.6 49.3% 33.7
ATR 15.3 15.0 -0.3 -2.1% 0.0
Volume 95,667 87,204 -8,463 -8.8% 414,311
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,046.0 1,042.0 1,022.0
R3 1,035.3 1,031.0 1,019.0
R2 1,024.3 1,024.3 1,018.0
R1 1,020.3 1,020.3 1,017.0 1,022.3
PP 1,013.5 1,013.5 1,013.5 1,014.5
S1 1,009.3 1,009.3 1,015.0 1,011.3
S2 1,002.5 1,002.5 1,014.0
S3 991.5 998.5 1,013.0
S4 980.8 987.5 1,010.0
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,093.8 1,082.3 1,021.8
R3 1,060.0 1,048.5 1,012.3
R2 1,026.3 1,026.3 1,009.3
R1 1,014.8 1,014.8 1,006.3 1,020.5
PP 992.8 992.8 992.8 995.5
S1 981.0 981.0 1,000.0 986.8
S2 959.0 959.0 997.0
S3 925.3 947.3 993.8
S4 891.5 913.8 984.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,017.5 977.8 39.7 3.9% 12.5 1.2% 96% True False 95,109
10 1,017.5 942.1 75.4 7.4% 15.3 1.5% 98% True False 107,463
20 1,017.5 938.0 79.5 7.8% 17.3 1.7% 98% True False 126,648
40 1,017.5 938.0 79.5 7.8% 13.3 1.3% 98% True False 63,551
60 1,017.5 893.4 124.1 12.2% 9.3 0.9% 99% True False 42,393
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,063.8
2.618 1,046.0
1.618 1,035.3
1.000 1,028.5
0.618 1,024.3
HIGH 1,017.5
0.618 1,013.3
0.500 1,012.0
0.382 1,010.8
LOW 1,006.5
0.618 999.8
1.000 995.8
1.618 989.0
2.618 978.0
4.250 960.3
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 1,014.8 1,011.8
PP 1,013.5 1,007.3
S1 1,012.0 1,003.0

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

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