ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	1,053.2	1,051.9	-1.3	-0.1%	1,031.3
High	1,057.0	1,056.6	-0.4	0.0%	1,051.9
Low	1,048.5	1,040.3	-8.2	-0.8%	1,031.3
Close	1,051.5	1,044.0	-7.5	-0.7%	1,049.6
Range	8.5	16.3	7.8	91.8%	20.6
ATR	12.3	12.6	0.3	2.3%	0.0
Volume	64,650	93,008	28,358	43.9%	383,909

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,095.8	1,086.3	1,053.0
R3	1,079.5	1,070.0	1,048.5
R2	1,063.3	1,063.3	1,047.0
R1	1,053.8	1,053.8	1,045.5	1,050.3
PP	1,047.0	1,047.0	1,047.0	1,045.3
S1	1,037.3	1,037.3	1,042.5	1,034.0
S2	1,030.8	1,030.8	1,041.0
S3	1,014.3	1,021.0	1,039.5
S4	998.0	1,004.8	1,035.0

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,106.0	1,098.5	1,061.0
R3	1,085.5	1,077.8	1,055.3
R2	1,064.8	1,064.8	1,053.5
R1	1,057.3	1,057.3	1,051.5	1,061.0
PP	1,044.3	1,044.3	1,044.3	1,046.3
S1	1,036.8	1,036.8	1,047.8	1,040.5
S2	1,023.8	1,023.8	1,045.8
S3	1,003.0	1,016.0	1,044.0
S4	982.5	995.5	1,038.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,057.0	1,038.4	18.6	1.8%	10.5	1.0%	30%	False	False	73,652
10	1,057.0	1,024.7	32.3	3.1%	10.0	1.0%	60%	False	False	77,857
20	1,057.0	952.0	105.0	10.1%	12.3	1.2%	88%	False	False	91,683
40	1,057.0	938.0	119.0	11.4%	14.0	1.4%	89%	False	False	85,523
60	1,057.0	915.8	141.2	13.5%	11.0	1.1%	91%	False	False	57,048
80	1,057.0	893.4	163.6	15.7%	8.5	0.8%	92%	False	False	42,787

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,126.0
2.618	1,099.3
1.618	1,083.0
1.000	1,073.0
0.618	1,066.8
HIGH	1,056.5
0.618	1,050.3
0.500	1,048.5
0.382	1,046.5
LOW	1,040.3
0.618	1,030.3
1.000	1,024.0
1.618	1,014.0
2.618	997.8
4.250	971.0

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	1,048.5	1,048.8
PP	1,047.0	1,047.0
S1	1,045.5	1,045.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols