ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1,045.5 1,050.0 4.5 0.4% 1,031.3
High 1,050.3 1,053.5 3.2 0.3% 1,051.9
Low 1,042.6 1,047.1 4.5 0.4% 1,031.3
Close 1,049.6 1,052.7 3.1 0.3% 1,049.6
Range 7.7 6.4 -1.3 -16.9% 20.6
ATR 13.1 12.6 -0.5 -3.7% 0.0
Volume 69,215 62,607 -6,608 -9.5% 383,909
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,070.3 1,068.0 1,056.3
R3 1,064.0 1,061.5 1,054.5
R2 1,057.5 1,057.5 1,053.8
R1 1,055.0 1,055.0 1,053.3 1,056.3
PP 1,051.0 1,051.0 1,051.0 1,051.8
S1 1,048.8 1,048.8 1,052.0 1,050.0
S2 1,044.8 1,044.8 1,051.5
S3 1,038.3 1,042.3 1,051.0
S4 1,032.0 1,036.0 1,049.3
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 1,053.5 1,034.0 19.5 1.9% 9.5 0.9% 96% True False 74,641
10 1,053.5 1,006.6 46.9 4.5% 9.8 0.9% 98% True False 80,891
20 1,053.5 938.0 115.5 11.0% 13.0 1.2% 99% True False 99,538
40 1,053.5 938.0 115.5 11.0% 13.8 1.3% 99% True False 81,585
60 1,053.5 915.8 137.7 13.1% 10.8 1.0% 99% True False 54,421
80 1,053.5 893.4 160.1 15.2% 8.3 0.8% 100% True False 40,816
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1,080.8
2.618 1,070.3
1.618 1,063.8
1.000 1,060.0
0.618 1,057.5
HIGH 1,053.5
0.618 1,051.0
0.500 1,050.3
0.382 1,049.5
LOW 1,047.0
0.618 1,043.3
1.000 1,040.8
1.618 1,036.8
2.618 1,030.3
4.250 1,020.0
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1,052.0 1,050.5
PP 1,051.0 1,048.3
S1 1,050.3 1,046.0

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

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