ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 1,040.1 1,043.1 3.0 0.3% 1,050.0
High 1,044.8 1,052.8 8.0 0.8% 1,057.0
Low 1,037.0 1,042.0 5.0 0.5% 1,035.8
Close 1,043.6 1,042.9 -0.7 -0.1% 1,046.7
Range 7.8 10.8 3.0 38.5% 21.2
ATR 12.7 12.5 -0.1 -1.1% 0.0
Volume 77,274 104,505 27,231 35.2% 399,426
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,078.3 1,071.5 1,048.8
R3 1,067.5 1,060.5 1,045.8
R2 1,056.8 1,056.8 1,045.0
R1 1,049.8 1,049.8 1,044.0 1,047.8
PP 1,046.0 1,046.0 1,046.0 1,045.0
S1 1,039.0 1,039.0 1,042.0 1,037.0
S2 1,035.0 1,035.0 1,041.0
S3 1,024.3 1,028.3 1,040.0
S4 1,013.5 1,017.5 1,037.0
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,110.0 1,099.5 1,058.3
R3 1,089.0 1,078.5 1,052.5
R2 1,067.8 1,067.8 1,050.5
R1 1,057.3 1,057.3 1,048.8 1,051.8
PP 1,046.5 1,046.5 1,046.5 1,043.8
S1 1,036.0 1,036.0 1,044.8 1,030.8
S2 1,025.3 1,025.3 1,042.8
S3 1,004.0 1,014.8 1,040.8
S4 983.0 993.5 1,035.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,054.3 1,035.8 18.5 1.8% 12.8 1.2% 38% False False 87,929
10 1,057.0 1,035.8 21.2 2.0% 11.5 1.1% 33% False False 80,790
20 1,057.0 977.8 79.2 7.6% 11.3 1.1% 82% False False 83,581
40 1,057.0 938.0 119.0 11.4% 14.3 1.4% 88% False False 96,468
60 1,057.0 938.0 119.0 11.4% 12.0 1.1% 88% False False 64,375
80 1,057.0 893.4 163.6 15.7% 9.3 0.9% 91% False False 48,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,098.8
2.618 1,081.0
1.618 1,070.3
1.000 1,063.5
0.618 1,059.5
HIGH 1,052.8
0.618 1,048.8
0.500 1,047.5
0.382 1,046.3
LOW 1,042.0
0.618 1,035.3
1.000 1,031.3
1.618 1,024.5
2.618 1,013.8
4.250 996.0
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 1,047.5 1,044.3
PP 1,046.0 1,043.8
S1 1,044.5 1,043.3

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

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