ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1,024.9 1,021.5 -3.4 -0.3% 1,036.2
High 1,028.8 1,028.7 -0.1 0.0% 1,043.6
Low 1,007.2 1,006.2 -1.0 -0.1% 1,007.2
Close 1,010.1 1,016.2 6.1 0.6% 1,010.1
Range 21.6 22.5 0.9 4.2% 36.4
ATR 14.7 15.2 0.6 3.8% 0.0
Volume 119,211 126,598 7,387 6.2% 498,076
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,084.5 1,072.8 1,028.5
R3 1,062.0 1,050.3 1,022.5
R2 1,039.5 1,039.5 1,020.3
R1 1,027.8 1,027.8 1,018.3 1,022.5
PP 1,017.0 1,017.0 1,017.0 1,014.3
S1 1,005.3 1,005.3 1,014.3 1,000.0
S2 994.5 994.5 1,012.0
S3 972.0 982.8 1,010.0
S4 949.5 960.3 1,003.8
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1,129.5 1,106.3 1,030.0
R3 1,093.0 1,069.8 1,020.0
R2 1,056.8 1,056.8 1,016.8
R1 1,033.5 1,033.5 1,013.5 1,026.8
PP 1,020.3 1,020.3 1,020.3 1,017.0
S1 997.0 997.0 1,006.8 990.5
S2 984.0 984.0 1,003.5
S3 947.5 960.5 1,000.0
S4 911.0 924.3 990.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,037.2 1,006.2 31.0 3.1% 19.3 1.9% 32% False True 109,662
10 1,043.6 1,006.2 37.4 3.7% 17.5 1.7% 27% False True 99,652
20 1,061.3 1,006.2 55.1 5.4% 15.0 1.5% 18% False True 93,246
40 1,062.0 1,006.2 55.8 5.5% 13.0 1.3% 18% False True 86,851
60 1,062.0 938.0 124.0 12.2% 14.3 1.4% 63% False False 98,763
80 1,062.0 938.0 124.0 12.2% 13.0 1.3% 63% False False 74,111
100 1,062.0 893.4 168.6 16.6% 10.8 1.0% 73% False False 59,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,124.3
2.618 1,087.5
1.618 1,065.0
1.000 1,051.3
0.618 1,042.5
HIGH 1,028.8
0.618 1,020.0
0.500 1,017.5
0.382 1,014.8
LOW 1,006.3
0.618 992.3
1.000 983.8
1.618 969.8
2.618 947.3
4.250 910.5
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1,017.5 1,017.5
PP 1,017.0 1,017.0
S1 1,016.5 1,016.8

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

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