ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1,040.1 1,045.5 5.4 0.5% 1,031.3
High 1,051.9 1,050.3 -1.6 -0.2% 1,051.9
Low 1,038.4 1,042.6 4.2 0.4% 1,031.3
Close 1,045.9 1,049.6 3.7 0.4% 1,049.6
Range 13.5 7.7 -5.8 -43.0% 20.6
ATR 13.5 13.1 -0.4 -3.1% 0.0
Volume 78,783 69,215 -9,568 -12.1% 383,909
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,070.5 1,067.8 1,053.8
R3 1,063.0 1,060.0 1,051.8
R2 1,055.3 1,055.3 1,051.0
R1 1,052.5 1,052.5 1,050.3 1,053.8
PP 1,047.5 1,047.5 1,047.5 1,048.3
S1 1,044.8 1,044.8 1,049.0 1,046.0
S2 1,039.8 1,039.8 1,048.3
S3 1,032.0 1,037.0 1,047.5
S4 1,024.5 1,029.3 1,045.3
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,106.0 1,098.5 1,061.0
R3 1,085.5 1,077.8 1,055.3
R2 1,064.8 1,064.8 1,053.5
R1 1,057.3 1,057.3 1,051.5 1,061.0
PP 1,044.3 1,044.3 1,044.3 1,046.3
S1 1,036.8 1,036.8 1,047.8 1,040.5
S2 1,023.8 1,023.8 1,045.8
S3 1,003.0 1,016.0 1,044.0
S4 982.5 995.5 1,038.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,051.9 1,031.3 20.6 2.0% 10.5 1.0% 89% False False 76,781
10 1,051.9 1,002.6 49.3 4.7% 10.0 0.9% 95% False False 84,197
20 1,051.9 938.0 113.9 10.9% 13.5 1.3% 98% False False 106,580
40 1,051.9 938.0 113.9 10.9% 14.0 1.3% 98% False False 80,022
60 1,051.9 915.8 136.1 13.0% 10.5 1.0% 98% False False 53,377
80 1,051.9 893.4 158.5 15.1% 8.3 0.8% 99% False False 40,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,083.0
2.618 1,070.5
1.618 1,062.8
1.000 1,058.0
0.618 1,055.0
HIGH 1,050.3
0.618 1,047.3
0.500 1,046.5
0.382 1,045.5
LOW 1,042.5
0.618 1,037.8
1.000 1,035.0
1.618 1,030.3
2.618 1,022.5
4.250 1,010.0
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 1,048.5 1,047.5
PP 1,047.5 1,045.3
S1 1,046.5 1,043.3

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

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