ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 1,173.9 1,185.2 11.3 1.0% 1,166.6
High 1,185.7 1,188.0 2.3 0.2% 1,180.4
Low 1,170.5 1,176.7 6.2 0.5% 1,152.1
Close 1,184.6 1,184.2 -0.4 0.0% 1,162.2
Range 15.2 11.3 -3.9 -25.7% 28.3
ATR 16.4 16.0 -0.4 -2.2% 0.0
Volume 50,400 18,225 -32,175 -63.8% 561,681
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,216.8 1,211.8 1,190.5
R3 1,205.5 1,200.5 1,187.3
R2 1,194.3 1,194.3 1,186.3
R1 1,189.3 1,189.3 1,185.3 1,186.0
PP 1,183.0 1,183.0 1,183.0 1,181.5
S1 1,178.0 1,178.0 1,183.3 1,174.8
S2 1,171.8 1,171.8 1,182.3
S3 1,160.3 1,166.8 1,181.0
S4 1,149.0 1,155.3 1,178.0
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,249.8 1,234.3 1,177.8
R3 1,221.5 1,206.0 1,170.0
R2 1,193.3 1,193.3 1,167.5
R1 1,177.8 1,177.8 1,164.8 1,171.3
PP 1,165.0 1,165.0 1,165.0 1,161.8
S1 1,149.5 1,149.5 1,159.5 1,143.0
S2 1,136.5 1,136.5 1,157.0
S3 1,108.3 1,121.0 1,154.5
S4 1,080.0 1,092.8 1,146.8
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 1,152.1 35.9 3.0% 13.8 1.2% 89% True False 63,143
10 1,188.0 1,152.1 35.9 3.0% 13.8 1.2% 89% True False 88,814
20 1,188.0 1,100.3 87.7 7.4% 14.5 1.2% 96% True False 93,161
40 1,188.0 1,078.7 109.3 9.2% 18.0 1.5% 97% True False 122,189
60 1,191.1 1,078.7 112.4 9.5% 19.3 1.6% 94% False False 126,222
80 1,208.2 1,078.7 129.5 10.9% 19.0 1.6% 81% False False 111,277
100 1,208.2 1,078.7 129.5 10.9% 16.0 1.4% 81% False False 89,027
120 1,208.2 1,078.7 129.5 10.9% 13.5 1.2% 81% False False 74,189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,236.0
2.618 1,217.5
1.618 1,206.3
1.000 1,199.3
0.618 1,195.0
HIGH 1,188.0
0.618 1,183.8
0.500 1,182.3
0.382 1,181.0
LOW 1,176.8
0.618 1,169.8
1.000 1,165.5
1.618 1,158.5
2.618 1,147.0
4.250 1,128.8
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 1,183.5 1,181.5
PP 1,183.0 1,178.5
S1 1,182.3 1,175.8

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

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