ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1,106.9 1,099.8 -7.1 -0.6% 1,098.6
High 1,112.3 1,107.2 -5.1 -0.5% 1,115.2
Low 1,095.1 1,093.9 -1.2 -0.1% 1,090.7
Close 1,099.8 1,099.0 -0.8 -0.1% 1,114.3
Range 17.2 13.3 -3.9 -22.7% 24.5
ATR 15.0 14.9 -0.1 -0.8% 0.0
Volume 118,471 115,127 -3,344 -2.8% 414,210
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,140.0 1,132.8 1,106.3
R3 1,126.8 1,119.5 1,102.8
R2 1,113.3 1,113.3 1,101.5
R1 1,106.3 1,106.3 1,100.3 1,103.0
PP 1,100.0 1,100.0 1,100.0 1,098.5
S1 1,092.8 1,092.8 1,097.8 1,089.8
S2 1,086.8 1,086.8 1,096.5
S3 1,073.5 1,079.5 1,095.3
S4 1,060.3 1,066.3 1,091.8
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 1,093.9 25.7 2.3% 13.5 1.2% 20% False True 99,112
10 1,119.6 1,074.6 45.0 4.1% 16.0 1.5% 54% False False 103,034
20 1,123.0 1,074.6 48.4 4.4% 15.0 1.4% 50% False False 99,754
40 1,123.0 1,034.7 88.3 8.0% 15.0 1.4% 73% False False 103,100
60 1,123.0 1,003.2 119.8 10.9% 14.0 1.3% 80% False False 89,393
80 1,123.0 1,003.2 119.8 10.9% 11.5 1.0% 80% False False 67,045
100 1,123.0 986.2 136.8 12.4% 9.3 0.8% 82% False False 53,637
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 4.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,163.8
2.618 1,142.0
1.618 1,128.8
1.000 1,120.5
0.618 1,115.5
HIGH 1,107.3
0.618 1,102.0
0.500 1,100.5
0.382 1,099.0
LOW 1,094.0
0.618 1,085.8
1.000 1,080.5
1.618 1,072.5
2.618 1,059.0
4.250 1,037.5
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1,100.5 1,106.8
PP 1,100.0 1,104.3
S1 1,099.5 1,101.5

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

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