ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 1,093.9 1,100.0 6.1 0.6% 1,104.9
High 1,093.9 1,100.0 6.1 0.6% 1,111.2
Low 1,093.9 1,082.8 -11.1 -1.0% 1,072.5
Close 1,093.9 1,084.7 -9.2 -0.8% 1,093.9
Range 0.0 17.2 17.2 38.7
ATR 11.3 11.7 0.4 3.7% 0.0
Volume 25 60 35 140.0% 136
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,140.8 1,130.0 1,094.3
R3 1,123.5 1,112.8 1,089.5
R2 1,106.3 1,106.3 1,087.8
R1 1,095.5 1,095.5 1,086.3 1,092.3
PP 1,089.3 1,089.3 1,089.3 1,087.5
S1 1,078.3 1,078.3 1,083.0 1,075.3
S2 1,072.0 1,072.0 1,081.5
S3 1,054.8 1,061.3 1,080.0
S4 1,037.5 1,044.0 1,075.3
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,208.8 1,190.0 1,115.3
R3 1,170.0 1,151.3 1,104.5
R2 1,131.3 1,131.3 1,101.0
R1 1,112.5 1,112.5 1,097.5 1,102.5
PP 1,092.5 1,092.5 1,092.5 1,087.5
S1 1,073.8 1,073.8 1,090.3 1,063.8
S2 1,053.8 1,053.8 1,086.8
S3 1,015.3 1,035.3 1,083.3
S4 976.5 996.5 1,072.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,102.6 1,072.5 30.1 2.8% 13.0 1.2% 41% False False 32
10 1,122.0 1,072.5 49.5 4.6% 12.3 1.1% 25% False False 33
20 1,163.0 1,072.5 90.5 8.3% 6.8 0.6% 13% False False 19
40 1,168.1 1,072.5 95.6 8.8% 3.3 0.3% 13% False False 9
60 1,168.1 1,072.5 95.6 8.8% 2.3 0.2% 13% False False 275
80 1,195.6 1,072.5 123.1 11.3% 1.8 0.2% 10% False False 524
100 1,195.6 1,072.5 123.1 11.3% 1.3 0.1% 10% False False 419
120 1,195.6 1,072.5 123.1 11.3% 1.0 0.1% 10% False False 423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,173.0
2.618 1,145.0
1.618 1,127.8
1.000 1,117.3
0.618 1,110.8
HIGH 1,100.0
0.618 1,093.5
0.500 1,091.5
0.382 1,089.3
LOW 1,082.8
0.618 1,072.3
1.000 1,065.5
1.618 1,055.0
2.618 1,037.8
4.250 1,009.8
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 1,091.5 1,086.3
PP 1,089.3 1,085.8
S1 1,087.0 1,085.3

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

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