ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1,131.3 1,122.6 -8.7 -0.8% 1,141.6
High 1,133.3 1,123.6 -9.7 -0.9% 1,143.4
Low 1,117.7 1,098.3 -19.4 -1.7% 1,108.9
Close 1,120.4 1,101.6 -18.8 -1.7% 1,129.6
Range 15.6 25.3 9.7 62.2% 34.5
ATR 13.8 14.7 0.8 5.9% 0.0
Volume 96,709 153,663 56,954 58.9% 547,931
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,183.8 1,168.0 1,115.5
R3 1,158.5 1,142.8 1,108.5
R2 1,133.3 1,133.3 1,106.3
R1 1,117.3 1,117.3 1,104.0 1,112.5
PP 1,107.8 1,107.8 1,107.8 1,105.5
S1 1,092.0 1,092.0 1,099.3 1,087.3
S2 1,082.5 1,082.5 1,097.0
S3 1,057.3 1,066.8 1,094.8
S4 1,032.0 1,041.5 1,087.8
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,230.8 1,214.8 1,148.5
R3 1,196.3 1,180.3 1,139.0
R2 1,161.8 1,161.8 1,136.0
R1 1,145.8 1,145.8 1,132.8 1,136.5
PP 1,127.3 1,127.3 1,127.3 1,122.8
S1 1,111.3 1,111.3 1,126.5 1,102.0
S2 1,092.8 1,092.8 1,123.3
S3 1,058.3 1,076.8 1,120.0
S4 1,023.8 1,042.3 1,110.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,136.6 1,098.3 38.3 3.5% 15.0 1.4% 9% False True 110,581
10 1,147.6 1,098.3 49.3 4.5% 14.5 1.3% 7% False True 99,024
20 1,147.6 1,090.7 56.9 5.2% 14.3 1.3% 19% False False 95,883
40 1,147.6 1,074.6 73.0 6.6% 14.0 1.3% 37% False False 97,511
60 1,147.6 1,034.7 112.9 10.2% 14.5 1.3% 59% False False 102,325
80 1,147.6 1,003.2 144.4 13.1% 13.5 1.2% 68% False False 83,521
100 1,147.6 1,003.2 144.4 13.1% 11.0 1.0% 68% False False 66,817
120 1,147.6 955.7 191.9 17.4% 9.3 0.8% 76% False False 55,682
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 2.4
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,231.0
2.618 1,189.8
1.618 1,164.5
1.000 1,149.0
0.618 1,139.3
HIGH 1,123.5
0.618 1,114.0
0.500 1,111.0
0.382 1,108.0
LOW 1,098.3
0.618 1,082.8
1.000 1,073.0
1.618 1,057.3
2.618 1,032.0
4.250 990.8
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1,111.0 1,116.3
PP 1,107.8 1,111.5
S1 1,104.8 1,106.5

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

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