ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1,015.7 1,026.7 11.0 1.1% 1,036.2
High 1,027.0 1,030.7 3.7 0.4% 1,043.6
Low 1,012.5 1,023.8 11.3 1.1% 1,007.2
Close 1,025.5 1,027.3 1.8 0.2% 1,010.1
Range 14.5 6.9 -7.6 -52.4% 36.4
ATR 15.2 14.6 -0.6 -3.9% 0.0
Volume 78,503 70,800 -7,703 -9.8% 498,076
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,048.0 1,044.5 1,031.0
R3 1,041.0 1,037.8 1,029.3
R2 1,034.3 1,034.3 1,028.5
R1 1,030.8 1,030.8 1,028.0 1,032.5
PP 1,027.3 1,027.3 1,027.3 1,028.0
S1 1,023.8 1,023.8 1,026.8 1,025.5
S2 1,020.3 1,020.3 1,026.0
S3 1,013.5 1,017.0 1,025.5
S4 1,006.5 1,010.0 1,023.5
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 1,030.7 1,006.2 24.5 2.4% 16.5 1.6% 86% True False 96,699
10 1,043.6 1,006.2 37.4 3.6% 16.0 1.6% 56% False False 91,507
20 1,057.0 1,006.2 50.8 4.9% 15.0 1.5% 42% False False 93,139
40 1,062.0 1,006.2 55.8 5.4% 13.0 1.3% 38% False False 85,884
60 1,062.0 938.0 124.0 12.1% 14.3 1.4% 72% False False 101,036
80 1,062.0 938.0 124.0 12.1% 13.3 1.3% 72% False False 75,977
100 1,062.0 893.4 168.6 16.4% 10.8 1.1% 79% False False 60,797
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 1,060.0
2.618 1,048.8
1.618 1,041.8
1.000 1,037.5
0.618 1,035.0
HIGH 1,030.8
0.618 1,028.0
0.500 1,027.3
0.382 1,026.5
LOW 1,023.8
0.618 1,019.5
1.000 1,017.0
1.618 1,012.8
2.618 1,005.8
4.250 994.5
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1,027.3 1,024.3
PP 1,027.3 1,021.5
S1 1,027.3 1,018.5

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

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