ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1,102.7 1,095.2 -7.5 -0.7% 1,115.3
High 1,109.7 1,104.5 -5.2 -0.5% 1,123.0
Low 1,094.5 1,076.8 -17.7 -1.6% 1,084.6
Close 1,096.7 1,078.1 -18.6 -1.7% 1,092.0
Range 15.2 27.7 12.5 82.2% 38.4
ATR 14.2 15.1 1.0 6.8% 0.0
Volume 89,964 156,100 66,136 73.5% 548,578
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,169.5 1,151.5 1,093.3
R3 1,141.8 1,123.8 1,085.8
R2 1,114.3 1,114.3 1,083.3
R1 1,096.3 1,096.3 1,080.8 1,091.3
PP 1,086.5 1,086.5 1,086.5 1,084.0
S1 1,068.5 1,068.5 1,075.5 1,063.5
S2 1,058.8 1,058.8 1,073.0
S3 1,031.0 1,040.8 1,070.5
S4 1,003.3 1,013.0 1,062.8
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,215.0 1,192.0 1,113.0
R3 1,176.8 1,153.5 1,102.5
R2 1,138.3 1,138.3 1,099.0
R1 1,115.3 1,115.3 1,095.5 1,107.5
PP 1,099.8 1,099.8 1,099.8 1,096.0
S1 1,076.8 1,076.8 1,088.5 1,069.0
S2 1,061.5 1,061.5 1,085.0
S3 1,023.0 1,038.3 1,081.5
S4 984.8 1,000.0 1,071.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,109.7 1,076.8 32.9 3.1% 17.8 1.6% 4% False True 113,031
10 1,123.0 1,076.8 46.2 4.3% 15.5 1.4% 3% False True 104,065
20 1,123.0 1,063.2 59.8 5.5% 14.5 1.3% 25% False False 100,464
40 1,123.0 1,034.7 88.3 8.2% 14.5 1.4% 49% False False 108,566
60 1,123.0 1,003.2 119.8 11.1% 12.8 1.2% 63% False False 74,823
80 1,123.0 1,003.2 119.8 11.1% 9.8 0.9% 63% False False 56,118
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 1,222.3
2.618 1,177.0
1.618 1,149.3
1.000 1,132.3
0.618 1,121.5
HIGH 1,104.5
0.618 1,094.0
0.500 1,090.8
0.382 1,087.5
LOW 1,076.8
0.618 1,059.8
1.000 1,049.0
1.618 1,032.0
2.618 1,004.3
4.250 959.0
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1,090.8 1,093.3
PP 1,086.5 1,088.3
S1 1,082.3 1,083.3

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

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