ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 1,031.3 1,042.2 10.9 1.1% 1,003.3
High 1,042.7 1,043.3 0.6 0.1% 1,036.9
Low 1,031.3 1,034.0 2.7 0.3% 1,002.6
Close 1,042.1 1,037.4 -4.7 -0.5% 1,032.4
Range 11.4 9.3 -2.1 -18.4% 34.3
ATR 14.1 13.7 -0.3 -2.4% 0.0
Volume 73,309 75,640 2,331 3.2% 458,069
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,066.3 1,061.0 1,042.5
R3 1,056.8 1,051.8 1,040.0
R2 1,047.5 1,047.5 1,039.0
R1 1,042.5 1,042.5 1,038.3 1,040.3
PP 1,038.3 1,038.3 1,038.3 1,037.3
S1 1,033.3 1,033.3 1,036.5 1,031.0
S2 1,029.0 1,029.0 1,035.8
S3 1,019.8 1,023.8 1,034.8
S4 1,010.3 1,014.5 1,032.3
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,126.8 1,114.0 1,051.3
R3 1,092.5 1,079.8 1,041.8
R2 1,058.3 1,058.3 1,038.8
R1 1,045.3 1,045.3 1,035.5 1,051.8
PP 1,024.0 1,024.0 1,024.0 1,027.3
S1 1,011.0 1,011.0 1,029.3 1,017.5
S2 989.8 989.8 1,026.0
S3 955.3 976.8 1,023.0
S4 921.0 942.5 1,013.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,043.3 1,012.8 30.5 2.9% 9.8 0.9% 81% True False 84,829
10 1,043.3 977.8 65.5 6.3% 11.0 1.1% 91% True False 89,969
20 1,043.3 938.0 105.3 10.2% 15.0 1.4% 94% True False 123,829
40 1,043.3 938.0 105.3 10.2% 14.3 1.4% 94% True False 74,154
60 1,043.3 915.8 127.5 12.3% 10.0 1.0% 95% True False 49,462
80 1,043.3 893.4 149.9 14.4% 7.8 0.7% 96% True False 37,097
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,082.8
2.618 1,067.8
1.618 1,058.3
1.000 1,052.5
0.618 1,049.0
HIGH 1,043.3
0.618 1,039.8
0.500 1,038.8
0.382 1,037.5
LOW 1,034.0
0.618 1,028.3
1.000 1,024.8
1.618 1,019.0
2.618 1,009.8
4.250 994.5
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 1,038.8 1,036.8
PP 1,038.3 1,036.0
S1 1,037.8 1,035.3

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

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