ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1,113.9 1,106.9 -7.0 -0.6% 1,098.6
High 1,119.6 1,112.3 -7.3 -0.7% 1,115.2
Low 1,102.7 1,095.1 -7.6 -0.7% 1,090.7
Close 1,105.9 1,099.8 -6.1 -0.6% 1,114.3
Range 16.9 17.2 0.3 1.8% 24.5
ATR 14.8 15.0 0.2 1.1% 0.0
Volume 96,870 118,471 21,601 22.3% 414,210
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,154.0 1,144.0 1,109.3
R3 1,136.8 1,127.0 1,104.5
R2 1,119.5 1,119.5 1,103.0
R1 1,109.8 1,109.8 1,101.5 1,106.0
PP 1,102.5 1,102.5 1,102.5 1,100.5
S1 1,092.5 1,092.5 1,098.3 1,088.8
S2 1,085.3 1,085.3 1,096.8
S3 1,068.0 1,075.3 1,095.0
S4 1,050.8 1,058.0 1,090.3
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,180.3 1,171.8 1,127.8
R3 1,155.8 1,147.3 1,121.0
R2 1,131.3 1,131.3 1,118.8
R1 1,122.8 1,122.8 1,116.5 1,127.0
PP 1,106.8 1,106.8 1,106.8 1,108.8
S1 1,098.3 1,098.3 1,112.0 1,102.5
S2 1,082.3 1,082.3 1,109.8
S3 1,057.8 1,073.8 1,107.5
S4 1,033.3 1,049.3 1,100.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,119.6 1,090.7 28.9 2.6% 15.0 1.4% 31% False False 96,892
10 1,119.6 1,074.6 45.0 4.1% 16.3 1.5% 56% False False 100,518
20 1,123.0 1,074.6 48.4 4.4% 14.8 1.3% 52% False False 98,868
40 1,123.0 1,034.7 88.3 8.0% 14.8 1.3% 74% False False 102,678
60 1,123.0 1,003.2 119.8 10.9% 13.8 1.3% 81% False False 87,474
80 1,123.0 1,003.2 119.8 10.9% 11.3 1.0% 81% False False 65,606
100 1,123.0 986.2 136.8 12.4% 9.0 0.8% 83% False False 52,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,185.5
2.618 1,157.3
1.618 1,140.3
1.000 1,129.5
0.618 1,123.0
HIGH 1,112.3
0.618 1,105.8
0.500 1,103.8
0.382 1,101.8
LOW 1,095.0
0.618 1,084.5
1.000 1,078.0
1.618 1,067.3
2.618 1,050.0
4.250 1,022.0
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1,103.8 1,107.3
PP 1,102.5 1,104.8
S1 1,101.0 1,102.3

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

View Archives - Comment on this page... - Back to Index of Symbols