ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 1,149.4 1,156.1 6.7 0.6% 1,151.8
High 1,157.2 1,161.5 4.3 0.4% 1,161.5
Low 1,147.6 1,136.2 -11.4 -1.0% 1,134.3
Close 1,154.4 1,140.4 -14.0 -1.2% 1,140.4
Range 9.6 25.3 15.7 163.5% 27.2
ATR 13.7 14.5 0.8 6.1% 0.0
Volume 122,353 159,315 36,962 30.2% 863,140
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,222.0 1,206.5 1,154.3
R3 1,196.8 1,181.3 1,147.3
R2 1,171.3 1,171.3 1,145.0
R1 1,155.8 1,155.8 1,142.8 1,151.0
PP 1,146.0 1,146.0 1,146.0 1,143.5
S1 1,130.5 1,130.5 1,138.0 1,125.8
S2 1,120.8 1,120.8 1,135.8
S3 1,095.5 1,105.3 1,133.5
S4 1,070.3 1,080.0 1,126.5
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,227.0 1,211.0 1,155.3
R3 1,199.8 1,183.8 1,148.0
R2 1,172.5 1,172.5 1,145.5
R1 1,156.5 1,156.5 1,143.0 1,151.0
PP 1,145.5 1,145.5 1,145.5 1,142.5
S1 1,129.3 1,129.3 1,138.0 1,123.8
S2 1,118.3 1,118.3 1,135.5
S3 1,091.0 1,102.0 1,133.0
S4 1,063.8 1,075.0 1,125.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,161.5 1,134.3 27.2 2.4% 16.0 1.4% 22% True False 172,628
10 1,169.8 1,134.3 35.5 3.1% 15.8 1.4% 17% False False 120,121
20 1,182.2 1,134.3 47.9 4.2% 13.5 1.2% 13% False False 60,254
40 1,182.2 1,099.7 82.5 7.2% 13.5 1.2% 49% False False 30,154
60 1,205.4 1,099.7 105.7 9.3% 13.0 1.1% 39% False False 20,120
80 1,205.4 1,099.7 105.7 9.3% 10.3 0.9% 39% False False 15,093
100 1,205.4 1,080.9 124.5 10.9% 8.3 0.7% 48% False False 12,075
120 1,205.4 1,080.9 124.5 10.9% 6.8 0.6% 48% False False 10,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 1,269.0
2.618 1,227.8
1.618 1,202.5
1.000 1,186.8
0.618 1,177.3
HIGH 1,161.5
0.618 1,151.8
0.500 1,148.8
0.382 1,145.8
LOW 1,136.3
0.618 1,120.5
1.000 1,111.0
1.618 1,095.3
2.618 1,070.0
4.250 1,028.8
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 1,148.8 1,148.8
PP 1,146.0 1,146.0
S1 1,143.3 1,143.3

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

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