ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 1,160.1 1,163.3 3.2 0.3% 1,144.8
High 1,170.5 1,175.4 4.9 0.4% 1,163.1
Low 1,158.8 1,160.5 1.7 0.1% 1,143.8
Close 1,162.2 1,173.7 11.5 1.0% 1,159.3
Range 11.7 14.9 3.2 27.4% 19.3
ATR 15.6 15.5 0.0 -0.3% 0.0
Volume 81,727 84,690 2,963 3.6% 440,908
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,214.5 1,209.0 1,182.0
R3 1,199.8 1,194.3 1,177.8
R2 1,184.8 1,184.8 1,176.5
R1 1,179.3 1,179.3 1,175.0 1,182.0
PP 1,169.8 1,169.8 1,169.8 1,171.3
S1 1,164.3 1,164.3 1,172.3 1,167.0
S2 1,155.0 1,155.0 1,171.0
S3 1,140.0 1,149.5 1,169.5
S4 1,125.3 1,134.5 1,165.5
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 1,175.4 1,143.8 31.6 2.7% 12.5 1.1% 95% True False 90,733
10 1,175.4 1,127.9 47.5 4.0% 13.0 1.1% 96% True False 92,161
20 1,175.4 1,103.1 72.3 6.2% 16.3 1.4% 98% True False 117,529
40 1,210.7 1,103.1 107.6 9.2% 16.8 1.4% 66% False False 117,498
60 1,210.7 1,103.1 107.6 9.2% 16.3 1.4% 66% False False 105,165
80 1,210.7 1,080.0 130.7 11.1% 14.0 1.2% 72% False False 78,910
100 1,210.7 1,080.0 130.7 11.1% 11.5 1.0% 72% False False 63,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,238.8
2.618 1,214.5
1.618 1,199.5
1.000 1,190.3
0.618 1,184.5
HIGH 1,175.5
0.618 1,169.8
0.500 1,168.0
0.382 1,166.3
LOW 1,160.5
0.618 1,151.3
1.000 1,145.5
1.618 1,136.5
2.618 1,121.5
4.250 1,097.3
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 1,171.8 1,170.3
PP 1,169.8 1,166.8
S1 1,168.0 1,163.3

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

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