ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1,180.1 1,186.1 6.0 0.5% 1,163.9
High 1,188.0 1,193.7 5.7 0.5% 1,193.7
Low 1,171.2 1,174.1 2.9 0.2% 1,159.6
Close 1,187.2 1,181.9 -5.3 -0.4% 1,181.9
Range 16.8 19.6 2.8 16.7% 34.1
ATR 17.2 17.3 0.2 1.0% 0.0
Volume 115,997 166,668 50,671 43.7% 627,100
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,242.0 1,231.5 1,192.8
R3 1,222.5 1,212.0 1,187.3
R2 1,202.8 1,202.8 1,185.5
R1 1,192.3 1,192.3 1,183.8 1,187.8
PP 1,183.3 1,183.3 1,183.3 1,181.0
S1 1,172.8 1,172.8 1,180.0 1,168.3
S2 1,163.8 1,163.8 1,178.3
S3 1,144.0 1,153.3 1,176.5
S4 1,124.5 1,133.5 1,171.0
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,280.8 1,265.5 1,200.8
R3 1,246.5 1,231.3 1,191.3
R2 1,212.5 1,212.5 1,188.3
R1 1,197.3 1,197.3 1,185.0 1,204.8
PP 1,178.5 1,178.5 1,178.5 1,182.3
S1 1,163.0 1,163.0 1,178.8 1,170.8
S2 1,144.3 1,144.3 1,175.8
S3 1,110.3 1,129.0 1,172.5
S4 1,076.0 1,095.0 1,163.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,193.7 1,159.6 34.1 2.9% 16.8 1.4% 65% True False 125,420
10 1,193.7 1,137.1 56.6 4.8% 15.8 1.3% 79% True False 115,404
20 1,193.7 1,078.0 115.7 9.8% 18.3 1.5% 90% True False 127,618
40 1,193.7 1,078.0 115.7 9.8% 17.5 1.5% 90% True False 117,863
60 1,193.7 1,078.0 115.7 9.8% 16.3 1.4% 90% True False 98,606
80 1,193.7 1,078.0 115.7 9.8% 13.8 1.2% 90% True False 73,957
100 1,193.7 1,037.5 156.2 13.2% 11.0 0.9% 92% True False 59,167
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 5.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,277.0
2.618 1,245.0
1.618 1,225.5
1.000 1,213.3
0.618 1,205.8
HIGH 1,193.8
0.618 1,186.3
0.500 1,184.0
0.382 1,181.5
LOW 1,174.0
0.618 1,162.0
1.000 1,154.5
1.618 1,142.5
2.618 1,122.8
4.250 1,090.8
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1,184.0 1,182.0
PP 1,183.3 1,182.0
S1 1,182.5 1,182.0

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

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