ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 1,066.7 1,071.1 4.4 0.4% 1,065.3
High 1,078.3 1,071.6 -6.7 -0.6% 1,086.8
Low 1,065.0 1,061.0 -4.0 -0.4% 1,057.5
Close 1,075.5 1,061.6 -13.9 -1.3% 1,075.5
Range 13.3 10.6 -2.7 -20.3% 29.3
ATR 12.9 13.0 0.1 0.9% 0.0
Volume 83,222 102,453 19,231 23.1% 547,180
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,096.5 1,089.8 1,067.5
R3 1,086.0 1,079.0 1,064.5
R2 1,075.3 1,075.3 1,063.5
R1 1,068.5 1,068.5 1,062.5 1,066.5
PP 1,064.8 1,064.8 1,064.8 1,063.8
S1 1,057.8 1,057.8 1,060.8 1,056.0
S2 1,054.3 1,054.3 1,059.8
S3 1,043.5 1,047.3 1,058.8
S4 1,033.0 1,036.8 1,055.8
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,161.3 1,147.8 1,091.5
R3 1,131.8 1,118.3 1,083.5
R2 1,102.5 1,102.5 1,080.8
R1 1,089.0 1,089.0 1,078.3 1,095.8
PP 1,073.3 1,073.3 1,073.3 1,076.8
S1 1,059.8 1,059.8 1,072.8 1,066.5
S2 1,044.0 1,044.0 1,070.3
S3 1,014.8 1,030.5 1,067.5
S4 985.3 1,001.3 1,059.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,086.8 1,060.5 26.3 2.5% 14.0 1.3% 4% False False 105,932
10 1,086.8 1,057.5 29.3 2.8% 13.5 1.3% 14% False False 101,719
20 1,086.8 1,041.1 45.7 4.3% 12.8 1.2% 45% False False 102,126
40 1,086.8 1,003.2 83.6 7.9% 10.5 1.0% 70% False False 51,366
60 1,086.8 1,003.2 83.6 7.9% 7.3 0.7% 70% False False 34,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,116.8
2.618 1,099.3
1.618 1,088.8
1.000 1,082.3
0.618 1,078.3
HIGH 1,071.5
0.618 1,067.5
0.500 1,066.3
0.382 1,065.0
LOW 1,061.0
0.618 1,054.5
1.000 1,050.5
1.618 1,043.8
2.618 1,033.3
4.250 1,016.0
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 1,066.3 1,069.5
PP 1,064.8 1,067.0
S1 1,063.3 1,064.3

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

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