ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1,071.2 1,067.8 -3.4 -0.3% 1,055.2
High 1,073.1 1,079.8 6.7 0.6% 1,078.8
Low 1,060.7 1,063.3 2.6 0.2% 1,049.5
Close 1,068.0 1,072.5 4.5 0.4% 1,069.4
Range 12.4 16.5 4.1 33.1% 29.3
ATR 11.8 12.1 0.3 2.9% 0.0
Volume 110,874 103,956 -6,918 -6.2% 655,139
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,121.3 1,113.5 1,081.5
R3 1,104.8 1,097.0 1,077.0
R2 1,088.3 1,088.3 1,075.5
R1 1,080.5 1,080.5 1,074.0 1,084.5
PP 1,071.8 1,071.8 1,071.8 1,073.8
S1 1,064.0 1,064.0 1,071.0 1,068.0
S2 1,055.3 1,055.3 1,069.5
S3 1,038.8 1,047.5 1,068.0
S4 1,022.3 1,031.0 1,063.5
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,153.8 1,141.0 1,085.5
R3 1,124.5 1,111.5 1,077.5
R2 1,095.3 1,095.3 1,074.8
R1 1,082.3 1,082.3 1,072.0 1,088.8
PP 1,066.0 1,066.0 1,066.0 1,069.0
S1 1,053.0 1,053.0 1,066.8 1,059.5
S2 1,036.5 1,036.5 1,064.0
S3 1,007.3 1,023.8 1,061.3
S4 978.0 994.5 1,053.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,079.8 1,054.3 25.5 2.4% 14.3 1.3% 71% True False 119,840
10 1,079.8 1,043.0 36.8 3.4% 12.5 1.2% 80% True False 111,751
20 1,079.8 1,003.2 76.6 7.1% 11.5 1.1% 90% True False 57,067
40 1,079.8 1,003.2 76.6 7.1% 7.8 0.7% 90% True False 28,535
60 1,079.8 986.2 93.6 8.7% 5.3 0.5% 92% True False 19,025
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 3.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,150.0
2.618 1,123.0
1.618 1,106.5
1.000 1,096.3
0.618 1,090.0
HIGH 1,079.8
0.618 1,073.5
0.500 1,071.5
0.382 1,069.5
LOW 1,063.3
0.618 1,053.0
1.000 1,046.8
1.618 1,036.5
2.618 1,020.0
4.250 993.3
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1,072.3 1,071.8
PP 1,071.8 1,071.0
S1 1,071.5 1,070.3

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

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