ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 1,091.8 1,098.0 6.2 0.6% 1,126.1
High 1,105.2 1,113.7 8.5 0.8% 1,131.7
Low 1,089.1 1,089.9 0.8 0.1% 1,078.0
Close 1,097.8 1,113.1 15.3 1.4% 1,113.1
Range 16.1 23.8 7.7 47.8% 53.7
ATR 19.1 19.4 0.3 1.8% 0.0
Volume 129,891 164,158 34,267 26.4% 820,692
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,177.0 1,168.8 1,126.3
R3 1,153.3 1,145.0 1,119.8
R2 1,129.3 1,129.3 1,117.5
R1 1,121.3 1,121.3 1,115.3 1,125.3
PP 1,105.5 1,105.5 1,105.5 1,107.5
S1 1,097.5 1,097.5 1,111.0 1,101.5
S2 1,081.8 1,081.8 1,108.8
S3 1,058.0 1,073.8 1,106.5
S4 1,034.3 1,049.8 1,100.0
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,268.8 1,244.5 1,142.8
R3 1,215.0 1,191.0 1,127.8
R2 1,161.3 1,161.3 1,123.0
R1 1,137.3 1,137.3 1,118.0 1,122.5
PP 1,107.5 1,107.5 1,107.5 1,100.3
S1 1,083.5 1,083.5 1,108.3 1,068.8
S2 1,054.0 1,054.0 1,103.3
S3 1,000.3 1,029.8 1,098.3
S4 946.5 976.0 1,083.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,131.7 1,078.0 53.7 4.8% 24.0 2.1% 65% False False 164,138
10 1,148.3 1,078.0 70.3 6.3% 24.5 2.2% 50% False False 161,185
20 1,181.3 1,078.0 103.3 9.3% 20.0 1.8% 34% False False 129,298
40 1,181.3 1,078.0 103.3 9.3% 17.0 1.5% 34% False False 107,834
60 1,181.3 1,078.0 103.3 9.3% 14.0 1.3% 34% False False 72,176
80 1,181.3 1,078.0 103.3 9.3% 11.0 1.0% 34% False False 54,133
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 4.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,214.8
2.618 1,176.0
1.618 1,152.3
1.000 1,137.5
0.618 1,128.5
HIGH 1,113.8
0.618 1,104.5
0.500 1,101.8
0.382 1,099.0
LOW 1,090.0
0.618 1,075.3
1.000 1,066.0
1.618 1,051.5
2.618 1,027.5
4.250 988.8
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 1,109.3 1,107.3
PP 1,105.5 1,101.5
S1 1,101.8 1,095.8

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

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