ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 1,045.1 1,052.1 7.0 0.7% 1,057.0
High 1,053.5 1,057.0 3.5 0.3% 1,062.0
Low 1,036.1 1,043.4 7.3 0.7% 1,040.5
Close 1,052.1 1,050.2 -1.9 -0.2% 1,045.8
Range 17.4 13.6 -3.8 -21.8% 21.5
ATR 12.2 12.3 0.1 0.8% 0.0
Volume 77,225 84,725 7,500 9.7% 370,278
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,091.0 1,084.3 1,057.8
R3 1,077.5 1,070.5 1,054.0
R2 1,063.8 1,063.8 1,052.8
R1 1,057.0 1,057.0 1,051.5 1,053.5
PP 1,050.3 1,050.3 1,050.3 1,048.5
S1 1,043.5 1,043.5 1,049.0 1,040.0
S2 1,036.5 1,036.5 1,047.8
S3 1,023.0 1,029.8 1,046.5
S4 1,009.5 1,016.3 1,042.8
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 1,057.0 1,036.1 20.9 2.0% 12.3 1.2% 67% True False 81,381
10 1,062.0 1,036.1 25.9 2.5% 11.5 1.1% 54% False False 78,889
20 1,062.0 1,034.4 27.6 2.6% 11.5 1.1% 57% False False 78,963
40 1,062.0 938.0 124.0 11.8% 13.3 1.3% 90% False False 101,396
60 1,062.0 938.0 124.0 11.8% 13.5 1.3% 90% False False 75,757
80 1,062.0 915.8 146.2 13.9% 10.5 1.0% 92% False False 56,837
100 1,062.0 893.4 168.6 16.1% 8.5 0.8% 93% False False 45,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,114.8
2.618 1,092.5
1.618 1,079.0
1.000 1,070.5
0.618 1,065.5
HIGH 1,057.0
0.618 1,051.8
0.500 1,050.3
0.382 1,048.5
LOW 1,043.5
0.618 1,035.0
1.000 1,029.8
1.618 1,021.5
2.618 1,007.8
4.250 985.5
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 1,050.3 1,049.0
PP 1,050.3 1,047.8
S1 1,050.3 1,046.5

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

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