ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 1,119.8 1,118.3 -1.5 -0.1% 1,130.8
High 1,121.4 1,135.8 14.4 1.3% 1,134.3
Low 1,111.5 1,108.9 -2.6 -0.2% 1,098.3
Close 1,117.8 1,135.2 17.4 1.6% 1,105.7
Range 9.9 26.9 17.0 171.7% 36.0
ATR 14.5 15.4 0.9 6.1% 0.0
Volume 70,698 39,004 -31,694 -44.8% 601,682
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,207.3 1,198.3 1,150.0
R3 1,180.5 1,171.3 1,142.5
R2 1,153.5 1,153.5 1,140.3
R1 1,144.3 1,144.3 1,137.8 1,149.0
PP 1,126.8 1,126.8 1,126.8 1,129.0
S1 1,117.5 1,117.5 1,132.8 1,122.0
S2 1,099.8 1,099.8 1,130.3
S3 1,072.8 1,090.5 1,127.8
S4 1,046.0 1,063.8 1,120.5
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,220.8 1,199.3 1,125.5
R3 1,184.8 1,163.3 1,115.5
R2 1,148.8 1,148.8 1,112.3
R1 1,127.3 1,127.3 1,109.0 1,120.0
PP 1,112.8 1,112.8 1,112.8 1,109.3
S1 1,091.3 1,091.3 1,102.5 1,084.0
S2 1,076.8 1,076.8 1,099.0
S3 1,040.8 1,055.3 1,095.8
S4 1,004.8 1,019.3 1,086.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,135.8 1,095.7 40.1 3.5% 16.5 1.5% 99% True False 91,196
10 1,136.6 1,095.7 40.9 3.6% 15.8 1.4% 97% False False 100,889
20 1,147.6 1,093.9 53.7 4.7% 14.5 1.3% 77% False False 94,459
40 1,147.6 1,074.6 73.0 6.4% 14.5 1.3% 83% False False 96,663
60 1,147.6 1,034.7 112.9 9.9% 14.8 1.3% 89% False False 99,938
80 1,147.6 1,003.2 144.4 12.7% 14.0 1.2% 91% False False 89,220
100 1,147.6 1,003.2 144.4 12.7% 12.0 1.1% 91% False False 71,377
120 1,147.6 986.2 161.4 14.2% 10.0 0.9% 92% False False 59,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,250.0
2.618 1,206.3
1.618 1,179.3
1.000 1,162.8
0.618 1,152.5
HIGH 1,135.8
0.618 1,125.5
0.500 1,122.3
0.382 1,119.3
LOW 1,109.0
0.618 1,092.3
1.000 1,082.0
1.618 1,065.5
2.618 1,038.5
4.250 994.5
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 1,131.0 1,128.8
PP 1,126.8 1,122.3
S1 1,122.3 1,115.8

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

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