ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 1,145.4 1,125.8 -19.6 -1.7% 1,087.8
High 1,145.4 1,154.1 8.7 0.8% 1,111.1
Low 1,135.6 1,125.8 -9.8 -0.9% 1,087.8
Close 1,137.2 1,149.3 12.1 1.1% 1,111.1
Range 9.8 28.3 18.5 188.8% 23.3
ATR 15.8 16.7 0.9 5.7% 0.0
Volume 16 108 92 575.0% 30
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,228.0 1,217.0 1,164.8
R3 1,199.8 1,188.8 1,157.0
R2 1,171.3 1,171.3 1,154.5
R1 1,160.3 1,160.3 1,152.0 1,165.8
PP 1,143.0 1,143.0 1,143.0 1,145.8
S1 1,132.0 1,132.0 1,146.8 1,137.5
S2 1,114.8 1,114.8 1,144.0
S3 1,086.5 1,103.8 1,141.5
S4 1,058.3 1,075.5 1,133.8
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,173.3 1,165.5 1,124.0
R3 1,150.0 1,142.3 1,117.5
R2 1,126.8 1,126.8 1,115.3
R1 1,118.8 1,118.8 1,113.3 1,122.8
PP 1,103.3 1,103.3 1,103.3 1,105.3
S1 1,095.5 1,095.5 1,109.0 1,099.5
S2 1,080.0 1,080.0 1,106.8
S3 1,056.8 1,072.3 1,104.8
S4 1,033.5 1,049.0 1,098.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,154.1 1,104.9 49.2 4.3% 13.5 1.2% 90% True False 38
10 1,154.1 1,077.5 76.6 6.7% 7.8 0.7% 94% True False 23
20 1,154.1 1,038.8 115.3 10.0% 13.0 1.1% 96% True False 27
40 1,163.0 1,038.8 124.2 10.8% 9.5 0.8% 89% False False 21
60 1,168.1 1,038.8 129.3 11.3% 6.3 0.5% 85% False False 14
80 1,168.1 1,038.8 129.3 11.3% 4.8 0.4% 85% False False 251
100 1,195.6 1,038.8 156.8 13.6% 3.8 0.3% 70% False False 424
120 1,195.6 1,038.8 156.8 13.6% 3.3 0.3% 70% False False 353
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 0.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,274.5
2.618 1,228.3
1.618 1,200.0
1.000 1,182.5
0.618 1,171.5
HIGH 1,154.0
0.618 1,143.3
0.500 1,140.0
0.382 1,136.5
LOW 1,125.8
0.618 1,108.3
1.000 1,097.5
1.618 1,080.0
2.618 1,051.8
4.250 1,005.5
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 1,146.3 1,145.5
PP 1,143.0 1,141.8
S1 1,140.0 1,138.0

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

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