ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	1,118.7	1,124.7	6.0	0.5%	1,113.9
High	1,125.5	1,128.9	3.4	0.3%	1,125.5
Low	1,116.3	1,122.0	5.7	0.5%	1,093.9
Close	1,123.6	1,125.8	2.2	0.2%	1,123.6
Range	9.2	6.9	-2.3	-25.0%	31.6
ATR	15.0	14.4	-0.6	-3.9%	0.0
Volume	82,325	63,153	-19,172	-23.3%	519,934

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,146.3	1,143.0	1,129.5
R3	1,139.3	1,136.0	1,127.8
R2	1,132.5	1,132.5	1,127.0
R1	1,129.3	1,129.3	1,126.5	1,130.8
PP	1,125.5	1,125.5	1,125.5	1,126.5
S1	1,122.3	1,122.3	1,125.3	1,124.0
S2	1,118.8	1,118.8	1,124.5
S3	1,111.8	1,115.3	1,124.0
S4	1,104.8	1,108.5	1,122.0

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,209.3	1,198.0	1,141.0
R3	1,177.5	1,166.3	1,132.3
R2	1,146.0	1,146.0	1,129.5
R1	1,134.8	1,134.8	1,126.5	1,140.3
PP	1,114.3	1,114.3	1,114.3	1,117.0
S1	1,103.3	1,103.3	1,120.8	1,108.8
S2	1,082.8	1,082.8	1,117.8
S3	1,051.3	1,071.5	1,115.0
S4	1,019.5	1,040.0	1,106.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,128.9	1,093.9	35.0	3.1%	14.0	1.2%	91%	True	False	97,243
10	1,128.9	1,090.7	38.2	3.4%	13.8	1.2%	92%	True	False	93,428
20	1,128.9	1,074.6	54.3	4.8%	15.3	1.4%	94%	True	False	100,899
40	1,128.9	1,034.7	94.2	8.4%	15.0	1.3%	97%	True	False	102,282
60	1,128.9	1,003.2	125.7	11.2%	14.3	1.3%	98%	True	False	93,603
80	1,128.9	1,003.2	125.7	11.2%	11.8	1.0%	98%	True	False	70,203
100	1,128.9	1,003.2	125.7	11.2%	9.5	0.8%	98%	True	False	56,163

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	4.0
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1,158.3
2.618	1,147.0
1.618	1,140.0
1.000	1,135.8
0.618	1,133.3
HIGH	1,129.0
0.618	1,126.3
0.500	1,125.5
0.382	1,124.8
LOW	1,122.0
0.618	1,117.8
1.000	1,115.0
1.618	1,110.8
2.618	1,104.0
4.250	1,092.8

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	1,125.8	1,121.5
PP	1,125.5	1,117.0
S1	1,125.5	1,112.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols