ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 1,184.2 1,192.4 8.2 0.7% 1,174.3
High 1,192.4 1,196.5 4.1 0.3% 1,212.7
Low 1,175.6 1,170.0 -5.6 -0.5% 1,162.1
Close 1,191.4 1,175.4 -16.0 -1.3% 1,203.9
Range 16.8 26.5 9.7 57.7% 50.6
ATR 17.3 18.0 0.7 3.8% 0.0
Volume 142,735 233,568 90,833 63.6% 700,009
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,260.3 1,244.3 1,190.0
R3 1,233.8 1,217.8 1,182.8
R2 1,207.3 1,207.3 1,180.3
R1 1,191.3 1,191.3 1,177.8 1,186.0
PP 1,180.8 1,180.8 1,180.8 1,178.0
S1 1,164.8 1,164.8 1,173.0 1,159.5
S2 1,154.3 1,154.3 1,170.5
S3 1,127.8 1,138.3 1,168.0
S4 1,101.3 1,111.8 1,160.8
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1,344.8 1,325.0 1,231.8
R3 1,294.0 1,274.3 1,217.8
R2 1,243.5 1,243.5 1,213.3
R1 1,223.8 1,223.8 1,208.5 1,233.5
PP 1,193.0 1,193.0 1,193.0 1,197.8
S1 1,173.0 1,173.0 1,199.3 1,183.0
S2 1,142.3 1,142.3 1,194.5
S3 1,091.8 1,122.5 1,190.0
S4 1,041.0 1,072.0 1,176.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,212.7 1,170.0 42.7 3.6% 18.8 1.6% 13% False True 150,781
10 1,212.7 1,162.1 50.6 4.3% 18.3 1.6% 26% False False 149,545
20 1,212.7 1,119.2 93.5 8.0% 17.3 1.5% 60% False False 129,906
40 1,212.7 1,078.0 134.7 11.5% 18.5 1.6% 72% False False 129,257
60 1,212.7 1,078.0 134.7 11.5% 17.0 1.4% 72% False False 116,003
80 1,212.7 1,078.0 134.7 11.5% 15.3 1.3% 72% False False 90,567
100 1,212.7 1,078.0 134.7 11.5% 12.8 1.1% 72% False False 72,454
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 4.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,309.0
2.618 1,266.0
1.618 1,239.5
1.000 1,223.0
0.618 1,213.0
HIGH 1,196.5
0.618 1,186.5
0.500 1,183.3
0.382 1,180.0
LOW 1,170.0
0.618 1,153.5
1.000 1,143.5
1.618 1,127.0
2.618 1,100.5
4.250 1,057.5
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 1,183.3 1,187.3
PP 1,180.8 1,183.3
S1 1,178.0 1,179.3

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

View Archives - Comment on this page... - Back to Index of Symbols