ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 1,101.6 1,105.0 3.4 0.3% 1,130.8
High 1,110.6 1,121.4 10.8 1.0% 1,134.3
Low 1,099.3 1,095.7 -3.6 -0.3% 1,098.3
Close 1,105.7 1,119.4 13.7 1.2% 1,105.7
Range 11.3 25.7 14.4 127.4% 36.0
ATR 14.1 14.9 0.8 5.9% 0.0
Volume 99,531 80,701 -18,830 -18.9% 601,682
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,189.3 1,180.0 1,133.5
R3 1,163.5 1,154.3 1,126.5
R2 1,137.8 1,137.8 1,124.0
R1 1,128.8 1,128.8 1,121.8 1,133.3
PP 1,112.3 1,112.3 1,112.3 1,114.5
S1 1,103.0 1,103.0 1,117.0 1,107.5
S2 1,086.5 1,086.5 1,114.8
S3 1,060.8 1,077.3 1,112.3
S4 1,035.0 1,051.5 1,105.3
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 1,133.3 1,095.7 37.6 3.4% 17.5 1.6% 63% False True 119,330
10 1,136.6 1,095.7 40.9 3.7% 15.5 1.4% 58% False True 111,950
20 1,147.6 1,093.9 53.7 4.8% 14.5 1.3% 47% False False 99,741
40 1,147.6 1,074.6 73.0 6.5% 14.3 1.3% 61% False False 98,857
60 1,147.6 1,034.7 112.9 10.1% 14.5 1.3% 75% False False 101,690
80 1,147.6 1,003.2 144.4 12.9% 13.8 1.2% 80% False False 87,849
100 1,147.6 1,003.2 144.4 12.9% 11.5 1.0% 80% False False 70,280
120 1,147.6 981.6 166.0 14.8% 9.8 0.9% 83% False False 58,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,230.5
2.618 1,188.8
1.618 1,163.0
1.000 1,147.0
0.618 1,137.3
HIGH 1,121.5
0.618 1,111.5
0.500 1,108.5
0.382 1,105.5
LOW 1,095.8
0.618 1,079.8
1.000 1,070.0
1.618 1,054.0
2.618 1,028.5
4.250 986.5
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 1,115.8 1,115.8
PP 1,112.3 1,112.3
S1 1,108.5 1,108.5

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

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