ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1,036.2 1,035.9 -0.3 0.0% 1,021.0
High 1,043.6 1,037.2 -6.4 -0.6% 1,038.7
Low 1,033.0 1,010.5 -22.5 -2.2% 1,008.2
Close 1,036.8 1,011.9 -24.9 -2.4% 1,037.4
Range 10.6 26.7 16.1 151.9% 30.5
ATR 13.4 14.3 1.0 7.1% 0.0
Volume 76,361 132,110 55,749 73.0% 463,569
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,100.0 1,082.8 1,026.5
R3 1,073.3 1,056.0 1,019.3
R2 1,046.5 1,046.5 1,016.8
R1 1,029.3 1,029.3 1,014.3 1,024.5
PP 1,019.8 1,019.8 1,019.8 1,017.5
S1 1,002.5 1,002.5 1,009.5 997.8
S2 993.3 993.3 1,007.0
S3 966.5 975.8 1,004.5
S4 939.8 949.3 997.3
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,119.5 1,109.0 1,054.3
R3 1,089.0 1,078.5 1,045.8
R2 1,058.5 1,058.5 1,043.0
R1 1,048.0 1,048.0 1,040.3 1,053.3
PP 1,028.0 1,028.0 1,028.0 1,030.8
S1 1,017.5 1,017.5 1,034.5 1,022.8
S2 997.5 997.5 1,031.8
S3 967.0 987.0 1,029.0
S4 936.5 956.5 1,020.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,043.6 1,010.5 33.1 3.3% 16.8 1.7% 4% False True 95,903
10 1,052.2 1,008.2 44.0 4.3% 15.5 1.5% 8% False False 96,725
20 1,062.0 1,008.2 53.8 5.3% 13.5 1.3% 7% False False 87,807
40 1,062.0 977.8 84.2 8.3% 12.5 1.2% 40% False False 86,155
60 1,062.0 938.0 124.0 12.3% 14.3 1.4% 60% False False 91,846
80 1,062.0 938.0 124.0 12.3% 12.3 1.2% 60% False False 68,927
100 1,062.0 893.4 168.6 16.7% 10.0 1.0% 70% False False 55,142
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1,150.8
2.618 1,107.0
1.618 1,080.5
1.000 1,064.0
0.618 1,053.8
HIGH 1,037.3
0.618 1,027.0
0.500 1,023.8
0.382 1,020.8
LOW 1,010.5
0.618 994.0
1.000 983.8
1.618 967.3
2.618 940.5
4.250 897.0
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1,023.8 1,027.0
PP 1,019.8 1,022.0
S1 1,016.0 1,017.0

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

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