ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 1,102.8 1,101.6 -1.2 -0.1% 1,130.8
High 1,107.7 1,110.6 2.9 0.3% 1,134.3
Low 1,098.5 1,099.3 0.8 0.1% 1,098.3
Close 1,102.0 1,105.7 3.7 0.3% 1,105.7
Range 9.2 11.3 2.1 22.8% 36.0
ATR 14.3 14.1 -0.2 -1.5% 0.0
Volume 166,049 99,531 -66,518 -40.1% 601,682
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,139.0 1,133.8 1,112.0
R3 1,127.8 1,122.5 1,108.8
R2 1,116.5 1,116.5 1,107.8
R1 1,111.0 1,111.0 1,106.8 1,113.8
PP 1,105.3 1,105.3 1,105.3 1,106.5
S1 1,099.8 1,099.8 1,104.8 1,102.5
S2 1,094.0 1,094.0 1,103.8
S3 1,082.5 1,088.5 1,102.5
S4 1,071.3 1,077.3 1,099.5
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,220.8 1,199.3 1,125.5
R3 1,184.8 1,163.3 1,115.5
R2 1,148.8 1,148.8 1,112.3
R1 1,127.3 1,127.3 1,109.0 1,120.0
PP 1,112.8 1,112.8 1,112.8 1,109.3
S1 1,091.3 1,091.3 1,102.5 1,084.0
S2 1,076.8 1,076.8 1,099.0
S3 1,040.8 1,055.3 1,095.8
S4 1,004.8 1,019.3 1,086.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,134.3 1,098.3 36.0 3.3% 14.3 1.3% 21% False False 120,336
10 1,143.4 1,098.3 45.1 4.1% 14.8 1.3% 16% False False 114,961
20 1,147.6 1,093.9 53.7 4.9% 13.5 1.2% 22% False False 99,281
40 1,147.6 1,074.6 73.0 6.6% 13.8 1.3% 43% False False 99,451
60 1,147.6 1,034.7 112.9 10.2% 14.3 1.3% 63% False False 102,443
80 1,147.6 1,003.2 144.4 13.1% 13.5 1.2% 71% False False 86,840
100 1,147.6 1,003.2 144.4 13.1% 11.3 1.0% 71% False False 69,473
120 1,147.6 970.2 177.4 16.0% 9.5 0.9% 76% False False 57,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,158.5
2.618 1,140.3
1.618 1,129.0
1.000 1,122.0
0.618 1,117.5
HIGH 1,110.5
0.618 1,106.3
0.500 1,105.0
0.382 1,103.5
LOW 1,099.3
0.618 1,092.3
1.000 1,088.0
1.618 1,081.0
2.618 1,069.8
4.250 1,051.3
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 1,105.5 1,111.0
PP 1,105.3 1,109.3
S1 1,105.0 1,107.5

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

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