ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 1,053.2 1,051.9 -1.3 -0.1% 1,031.3
High 1,057.0 1,056.6 -0.4 0.0% 1,051.9
Low 1,048.5 1,040.3 -8.2 -0.8% 1,031.3
Close 1,051.5 1,044.0 -7.5 -0.7% 1,049.6
Range 8.5 16.3 7.8 91.8% 20.6
ATR 12.3 12.6 0.3 2.3% 0.0
Volume 64,650 93,008 28,358 43.9% 383,909
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,095.8 1,086.3 1,053.0
R3 1,079.5 1,070.0 1,048.5
R2 1,063.3 1,063.3 1,047.0
R1 1,053.8 1,053.8 1,045.5 1,050.3
PP 1,047.0 1,047.0 1,047.0 1,045.3
S1 1,037.3 1,037.3 1,042.5 1,034.0
S2 1,030.8 1,030.8 1,041.0
S3 1,014.3 1,021.0 1,039.5
S4 998.0 1,004.8 1,035.0
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 1,057.0 1,038.4 18.6 1.8% 10.5 1.0% 30% False False 73,652
10 1,057.0 1,024.7 32.3 3.1% 10.0 1.0% 60% False False 77,857
20 1,057.0 952.0 105.0 10.1% 12.3 1.2% 88% False False 91,683
40 1,057.0 938.0 119.0 11.4% 14.0 1.4% 89% False False 85,523
60 1,057.0 915.8 141.2 13.5% 11.0 1.1% 91% False False 57,048
80 1,057.0 893.4 163.6 15.7% 8.5 0.8% 92% False False 42,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,126.0
2.618 1,099.3
1.618 1,083.0
1.000 1,073.0
0.618 1,066.8
HIGH 1,056.5
0.618 1,050.3
0.500 1,048.5
0.382 1,046.5
LOW 1,040.3
0.618 1,030.3
1.000 1,024.0
1.618 1,014.0
2.618 997.8
4.250 971.0
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 1,048.5 1,048.8
PP 1,047.0 1,047.0
S1 1,045.5 1,045.5

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

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