ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1,026.8 1,044.9 18.1 1.8% 1,021.5
High 1,045.2 1,055.3 10.1 1.0% 1,034.4
Low 1,026.8 1,043.7 16.9 1.6% 1,006.2
Close 1,044.0 1,054.5 10.5 1.0% 1,028.1
Range 18.4 11.6 -6.8 -37.0% 28.2
ATR 15.3 15.1 -0.3 -1.7% 0.0
Volume 74,530 94,566 20,036 26.9% 393,557
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,086.0 1,081.8 1,061.0
R3 1,074.3 1,070.3 1,057.8
R2 1,062.8 1,062.8 1,056.8
R1 1,058.8 1,058.8 1,055.5 1,060.8
PP 1,051.3 1,051.3 1,051.3 1,052.3
S1 1,047.0 1,047.0 1,053.5 1,049.0
S2 1,039.5 1,039.5 1,052.3
S3 1,028.0 1,035.5 1,051.3
S4 1,016.3 1,023.8 1,048.0
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1,107.5 1,096.0 1,043.5
R3 1,079.3 1,067.8 1,035.8
R2 1,051.0 1,051.0 1,033.3
R1 1,039.5 1,039.5 1,030.8 1,045.3
PP 1,023.0 1,023.0 1,023.0 1,025.8
S1 1,011.5 1,011.5 1,025.5 1,017.3
S2 994.8 994.8 1,023.0
S3 966.5 983.3 1,020.3
S4 938.3 955.0 1,012.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,055.3 1,012.4 42.9 4.1% 14.8 1.4% 98% True False 87,211
10 1,055.3 1,006.2 49.1 4.7% 17.0 1.6% 98% True False 98,436
20 1,057.0 1,006.2 50.8 4.8% 15.8 1.5% 95% False False 95,212
40 1,062.0 1,006.2 55.8 5.3% 13.5 1.3% 87% False False 86,860
60 1,062.0 938.0 124.0 11.8% 14.0 1.3% 94% False False 101,224
80 1,062.0 938.0 124.0 11.8% 13.8 1.3% 94% False False 79,562
100 1,062.0 909.0 153.0 14.5% 11.5 1.1% 95% False False 63,665
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,104.5
2.618 1,085.8
1.618 1,074.0
1.000 1,067.0
0.618 1,062.5
HIGH 1,055.3
0.618 1,050.8
0.500 1,049.5
0.382 1,048.3
LOW 1,043.8
0.618 1,036.5
1.000 1,032.0
1.618 1,025.0
2.618 1,013.3
4.250 994.5
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1,052.8 1,047.5
PP 1,051.3 1,040.8
S1 1,049.5 1,033.8

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

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