ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 1,150.8 1,151.2 0.4 0.0% 1,106.1
High 1,152.6 1,153.5 0.9 0.1% 1,138.6
Low 1,142.5 1,131.3 -11.2 -1.0% 1,090.8
Close 1,146.2 1,141.0 -5.2 -0.5% 1,134.4
Range 10.1 22.2 12.1 119.8% 47.8
ATR 20.1 20.3 0.1 0.7% 0.0
Volume 100,840 128,916 28,076 27.8% 588,597
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,208.5 1,197.0 1,153.3
R3 1,186.3 1,174.8 1,147.0
R2 1,164.3 1,164.3 1,145.0
R1 1,152.5 1,152.5 1,143.0 1,147.3
PP 1,142.0 1,142.0 1,142.0 1,139.3
S1 1,130.3 1,130.3 1,139.0 1,125.0
S2 1,119.8 1,119.8 1,137.0
S3 1,097.5 1,108.3 1,135.0
S4 1,075.3 1,086.0 1,128.8
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1,264.8 1,247.3 1,160.8
R3 1,216.8 1,199.5 1,147.5
R2 1,169.0 1,169.0 1,143.3
R1 1,151.8 1,151.8 1,138.8 1,160.5
PP 1,121.3 1,121.3 1,121.3 1,125.5
S1 1,104.0 1,104.0 1,130.0 1,112.5
S2 1,073.5 1,073.5 1,125.8
S3 1,025.8 1,056.3 1,121.3
S4 977.8 1,008.3 1,108.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,155.0 1,119.9 35.1 3.1% 16.5 1.4% 60% False False 99,757
10 1,157.5 1,090.8 66.7 5.8% 21.3 1.9% 75% False False 131,851
20 1,191.1 1,090.8 100.3 8.8% 21.3 1.9% 50% False False 132,373
40 1,208.2 1,090.8 117.4 10.3% 20.0 1.8% 43% False False 103,586
60 1,208.2 1,085.1 123.1 10.8% 15.0 1.3% 45% False False 69,067
80 1,208.2 1,085.1 123.1 10.8% 11.8 1.0% 45% False False 51,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,247.8
2.618 1,211.5
1.618 1,189.5
1.000 1,175.8
0.618 1,167.3
HIGH 1,153.5
0.618 1,145.0
0.500 1,142.5
0.382 1,139.8
LOW 1,131.3
0.618 1,117.5
1.000 1,109.0
1.618 1,095.5
2.618 1,073.3
4.250 1,037.0
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 1,142.5 1,143.3
PP 1,142.0 1,142.5
S1 1,141.5 1,141.8

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

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