ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 1,110.4 1,117.2 6.8 0.6% 1,112.0
High 1,118.3 1,120.0 1.7 0.2% 1,120.5
Low 1,108.7 1,111.2 2.5 0.2% 1,103.2
Close 1,117.1 1,115.6 -1.5 -0.1% 1,115.6
Range 9.6 8.8 -0.8 -8.3% 17.3
ATR 14.0 13.6 -0.4 -2.6% 0.0
Volume 80,197 76,533 -3,664 -4.6% 451,565
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,142.0 1,137.5 1,120.5
R3 1,133.3 1,128.8 1,118.0
R2 1,124.5 1,124.5 1,117.3
R1 1,120.0 1,120.0 1,116.5 1,117.8
PP 1,115.5 1,115.5 1,115.5 1,114.5
S1 1,111.3 1,111.3 1,114.8 1,109.0
S2 1,106.8 1,106.8 1,114.0
S3 1,098.0 1,102.5 1,113.3
S4 1,089.3 1,093.5 1,110.8
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1,165.0 1,157.5 1,125.0
R3 1,147.8 1,140.3 1,120.3
R2 1,130.5 1,130.5 1,118.8
R1 1,123.0 1,123.0 1,117.3 1,126.8
PP 1,113.0 1,113.0 1,113.0 1,115.0
S1 1,105.8 1,105.8 1,114.0 1,109.5
S2 1,095.8 1,095.8 1,112.5
S3 1,078.5 1,088.5 1,110.8
S4 1,061.3 1,071.0 1,106.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,120.5 1,103.2 17.3 1.6% 9.5 0.9% 72% False False 90,313
10 1,120.5 1,071.4 49.1 4.4% 12.3 1.1% 90% False False 94,921
20 1,120.5 1,034.7 85.8 7.7% 14.8 1.3% 94% False False 106,013
40 1,120.5 1,003.2 117.3 10.5% 13.5 1.2% 96% False False 88,130
60 1,120.5 1,003.2 117.3 10.5% 10.5 0.9% 96% False False 58,754
80 1,120.5 1,003.2 117.3 10.5% 8.0 0.7% 96% False False 44,066
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,157.5
2.618 1,143.0
1.618 1,134.3
1.000 1,128.8
0.618 1,125.5
HIGH 1,120.0
0.618 1,116.8
0.500 1,115.5
0.382 1,114.5
LOW 1,111.3
0.618 1,105.8
1.000 1,102.5
1.618 1,097.0
2.618 1,088.3
4.250 1,073.8
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 1,115.5 1,114.3
PP 1,115.5 1,113.0
S1 1,115.5 1,111.5

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

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