ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1,154.5 1,157.4 2.9 0.3% 1,144.8
High 1,159.7 1,162.0 2.3 0.2% 1,163.1
Low 1,143.8 1,151.2 7.4 0.6% 1,143.8
Close 1,156.9 1,159.3 2.4 0.2% 1,159.3
Range 15.9 10.8 -5.1 -32.1% 19.3
ATR 16.3 15.9 -0.4 -2.4% 0.0
Volume 92,957 97,061 4,104 4.4% 440,908
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,190.0 1,185.5 1,165.3
R3 1,179.0 1,174.5 1,162.3
R2 1,168.3 1,168.3 1,161.3
R1 1,163.8 1,163.8 1,160.3 1,166.0
PP 1,157.5 1,157.5 1,157.5 1,158.5
S1 1,153.0 1,153.0 1,158.3 1,155.3
S2 1,146.8 1,146.8 1,157.3
S3 1,136.0 1,142.3 1,156.3
S4 1,125.0 1,131.5 1,153.3
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,213.3 1,205.5 1,170.0
R3 1,194.0 1,186.3 1,164.5
R2 1,174.8 1,174.8 1,162.8
R1 1,167.0 1,167.0 1,161.0 1,170.8
PP 1,155.5 1,155.5 1,155.5 1,157.3
S1 1,147.8 1,147.8 1,157.5 1,151.5
S2 1,136.0 1,136.0 1,155.8
S3 1,116.8 1,128.5 1,154.0
S4 1,097.5 1,109.0 1,148.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,163.1 1,143.8 19.3 1.7% 11.8 1.0% 80% False False 88,181
10 1,163.1 1,125.5 37.6 3.2% 14.0 1.2% 90% False False 97,759
20 1,163.1 1,103.1 60.0 5.2% 16.8 1.4% 94% False False 119,566
40 1,210.7 1,103.1 107.6 9.3% 16.8 1.4% 52% False False 118,811
60 1,210.7 1,103.1 107.6 9.3% 16.3 1.4% 52% False False 102,398
80 1,210.7 1,080.0 130.7 11.3% 13.5 1.2% 61% False False 76,830
100 1,210.7 1,080.0 130.7 11.3% 11.3 1.0% 61% False False 61,465
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,208.0
2.618 1,190.3
1.618 1,179.5
1.000 1,172.8
0.618 1,168.8
HIGH 1,162.0
0.618 1,157.8
0.500 1,156.5
0.382 1,155.3
LOW 1,151.3
0.618 1,144.5
1.000 1,140.5
1.618 1,133.8
2.618 1,123.0
4.250 1,105.3
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1,158.5 1,157.3
PP 1,157.5 1,155.0
S1 1,156.5 1,153.0

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

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