ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1,175.0 1,180.1 5.1 0.4% 1,146.8
High 1,187.6 1,188.0 0.4 0.0% 1,167.2
Low 1,170.5 1,171.2 0.7 0.1% 1,141.1
Close 1,179.0 1,187.2 8.2 0.7% 1,163.3
Range 17.1 16.8 -0.3 -1.8% 26.1
ATR 17.2 17.2 0.0 -0.2% 0.0
Volume 134,095 115,997 -18,098 -13.5% 429,427
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,232.5 1,226.8 1,196.5
R3 1,215.8 1,209.8 1,191.8
R2 1,199.0 1,199.0 1,190.3
R1 1,193.0 1,193.0 1,188.8 1,196.0
PP 1,182.3 1,182.3 1,182.3 1,183.5
S1 1,176.3 1,176.3 1,185.8 1,179.3
S2 1,165.3 1,165.3 1,184.0
S3 1,148.5 1,159.5 1,182.5
S4 1,131.8 1,142.8 1,178.0
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1,235.5 1,225.5 1,177.8
R3 1,209.5 1,199.5 1,170.5
R2 1,183.3 1,183.3 1,168.0
R1 1,173.3 1,173.3 1,165.8 1,178.3
PP 1,157.3 1,157.3 1,157.3 1,159.8
S1 1,147.3 1,147.3 1,161.0 1,152.3
S2 1,131.0 1,131.0 1,158.5
S3 1,105.0 1,121.0 1,156.0
S4 1,079.0 1,095.0 1,149.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.0 1,159.6 28.4 2.4% 14.3 1.2% 97% True False 110,187
10 1,188.0 1,119.2 68.8 5.8% 16.5 1.4% 99% True False 110,266
20 1,188.0 1,078.0 110.0 9.3% 18.5 1.6% 99% True False 126,252
40 1,188.0 1,078.0 110.0 9.3% 17.3 1.5% 99% True False 114,923
60 1,188.0 1,078.0 110.0 9.3% 16.3 1.4% 99% True False 95,830
80 1,188.0 1,078.0 110.0 9.3% 13.5 1.1% 99% True False 71,874
100 1,188.0 1,037.5 150.5 12.7% 11.0 0.9% 99% True False 57,500
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,259.5
2.618 1,232.0
1.618 1,215.3
1.000 1,204.8
0.618 1,198.5
HIGH 1,188.0
0.618 1,181.5
0.500 1,179.5
0.382 1,177.5
LOW 1,171.3
0.618 1,160.8
1.000 1,154.5
1.618 1,144.0
2.618 1,127.3
4.250 1,099.8
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1,184.8 1,184.3
PP 1,182.3 1,181.3
S1 1,179.5 1,178.3

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

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