ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 1,167.0 1,152.9 -14.1 -1.2% 1,170.0
High 1,169.3 1,160.2 -9.1 -0.8% 1,182.2
Low 1,151.0 1,148.0 -3.0 -0.3% 1,152.6
Close 1,153.4 1,159.3 5.9 0.5% 1,165.0
Range 18.3 12.2 -6.1 -33.3% 29.6
ATR 13.0 12.9 -0.1 -0.4% 0.0
Volume 4,945 35,908 30,963 626.1% 2,519
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,192.5 1,188.0 1,166.0
R3 1,180.3 1,175.8 1,162.8
R2 1,168.0 1,168.0 1,161.5
R1 1,163.8 1,163.8 1,160.5 1,165.8
PP 1,155.8 1,155.8 1,155.8 1,157.0
S1 1,151.5 1,151.5 1,158.3 1,153.8
S2 1,143.8 1,143.8 1,157.0
S3 1,131.5 1,139.3 1,156.0
S4 1,119.3 1,127.0 1,152.5
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,255.5 1,239.8 1,181.3
R3 1,225.8 1,210.3 1,173.3
R2 1,196.3 1,196.3 1,170.5
R1 1,180.5 1,180.5 1,167.8 1,173.5
PP 1,166.5 1,166.5 1,166.5 1,163.0
S1 1,151.0 1,151.0 1,162.3 1,144.0
S2 1,137.0 1,137.0 1,159.5
S3 1,107.5 1,121.5 1,156.8
S4 1,077.8 1,091.8 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 1,176.0 1,148.0 28.0 2.4% 14.3 1.2% 40% False True 9,037
10 1,182.2 1,148.0 34.2 3.0% 12.3 1.1% 33% False True 4,628
20 1,182.2 1,124.0 58.2 5.0% 11.3 1.0% 61% False False 2,392
40 1,182.2 1,099.7 82.5 7.1% 13.3 1.1% 72% False False 1,221
60 1,205.4 1,099.7 105.7 9.1% 11.8 1.0% 56% False False 827
80 1,205.4 1,085.2 120.2 10.4% 8.8 0.8% 62% False False 620
100 1,205.4 1,080.9 124.5 10.7% 7.0 0.6% 63% False False 496
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,212.0
2.618 1,192.3
1.618 1,180.0
1.000 1,172.5
0.618 1,167.8
HIGH 1,160.3
0.618 1,155.5
0.500 1,154.0
0.382 1,152.8
LOW 1,148.0
0.618 1,140.5
1.000 1,135.8
1.618 1,128.3
2.618 1,116.0
4.250 1,096.3
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 1,157.5 1,159.0
PP 1,155.8 1,158.8
S1 1,154.0 1,158.8

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

View Archives - Comment on this page... - Back to Index of Symbols