ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1,042.2 1,037.4 -4.8 -0.5% 1,003.3
High 1,043.3 1,045.3 2.0 0.2% 1,036.9
Low 1,034.0 1,034.4 0.4 0.0% 1,002.6
Close 1,037.4 1,041.1 3.7 0.4% 1,032.4
Range 9.3 10.9 1.6 17.2% 34.3
ATR 13.7 13.5 -0.2 -1.5% 0.0
Volume 75,640 86,962 11,322 15.0% 458,069
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,073.0 1,068.0 1,047.0
R3 1,062.0 1,057.0 1,044.0
R2 1,051.3 1,051.3 1,043.0
R1 1,046.3 1,046.3 1,042.0 1,048.8
PP 1,040.3 1,040.3 1,040.3 1,041.5
S1 1,035.3 1,035.3 1,040.0 1,037.8
S2 1,029.3 1,029.3 1,039.0
S3 1,018.5 1,024.3 1,038.0
S4 1,007.5 1,013.5 1,035.0
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,126.8 1,114.0 1,051.3
R3 1,092.5 1,079.8 1,041.8
R2 1,058.3 1,058.3 1,038.8
R1 1,045.3 1,045.3 1,035.5 1,051.8
PP 1,024.0 1,024.0 1,024.0 1,027.3
S1 1,011.0 1,011.0 1,029.3 1,017.5
S2 989.8 989.8 1,026.0
S3 955.3 976.8 1,023.0
S4 921.0 942.5 1,013.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,045.3 1,024.7 20.6 2.0% 9.8 0.9% 80% True False 82,061
10 1,045.3 977.8 67.5 6.5% 10.8 1.0% 94% True False 86,371
20 1,045.3 938.0 107.3 10.3% 14.8 1.4% 96% True False 119,581
40 1,045.3 938.0 107.3 10.3% 14.5 1.4% 96% True False 76,327
60 1,045.3 915.8 129.5 12.4% 10.3 1.0% 97% True False 50,911
80 1,045.3 893.4 151.9 14.6% 8.0 0.8% 97% True False 38,184
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,091.5
2.618 1,073.8
1.618 1,063.0
1.000 1,056.3
0.618 1,052.0
HIGH 1,045.3
0.618 1,041.3
0.500 1,039.8
0.382 1,038.5
LOW 1,034.5
0.618 1,027.8
1.000 1,023.5
1.618 1,016.8
2.618 1,005.8
4.250 988.0
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1,040.8 1,040.3
PP 1,040.3 1,039.3
S1 1,039.8 1,038.3

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

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