ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 1,140.6 1,143.3 2.7 0.2% 1,126.2
High 1,144.0 1,152.5 8.5 0.7% 1,152.5
Low 1,136.1 1,127.9 -8.2 -0.7% 1,125.5
Close 1,143.4 1,140.8 -2.6 -0.2% 1,140.8
Range 7.9 24.6 16.7 211.4% 27.0
ATR 16.9 17.5 0.5 3.3% 0.0
Volume 72,921 153,510 80,589 110.5% 536,684
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,214.3 1,202.0 1,154.3
R3 1,189.5 1,177.5 1,147.5
R2 1,165.0 1,165.0 1,145.3
R1 1,153.0 1,153.0 1,143.0 1,146.8
PP 1,140.5 1,140.5 1,140.5 1,137.3
S1 1,128.3 1,128.3 1,138.5 1,122.0
S2 1,115.8 1,115.8 1,136.3
S3 1,091.3 1,103.8 1,134.0
S4 1,066.5 1,079.0 1,127.3
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,220.5 1,207.8 1,155.8
R3 1,193.5 1,180.8 1,148.3
R2 1,166.5 1,166.5 1,145.8
R1 1,153.8 1,153.8 1,143.3 1,160.3
PP 1,139.5 1,139.5 1,139.5 1,142.8
S1 1,126.8 1,126.8 1,138.3 1,133.3
S2 1,112.5 1,112.5 1,135.8
S3 1,085.5 1,099.8 1,133.5
S4 1,058.5 1,072.8 1,126.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,152.5 1,125.5 27.0 2.4% 16.3 1.4% 57% True False 107,336
10 1,152.5 1,103.4 49.1 4.3% 18.0 1.6% 76% True False 122,251
20 1,161.6 1,103.1 58.5 5.1% 17.0 1.5% 64% False False 123,843
40 1,210.7 1,103.1 107.6 9.4% 17.3 1.5% 35% False False 120,800
60 1,210.7 1,099.1 111.6 9.8% 16.3 1.4% 37% False False 95,070
80 1,210.7 1,080.0 130.7 11.5% 13.0 1.1% 47% False False 71,319
100 1,210.7 1,080.0 130.7 11.5% 10.8 0.9% 47% False False 57,056
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 6.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,257.0
2.618 1,217.0
1.618 1,192.3
1.000 1,177.0
0.618 1,167.8
HIGH 1,152.5
0.618 1,143.0
0.500 1,140.3
0.382 1,137.3
LOW 1,128.0
0.618 1,112.8
1.000 1,103.3
1.618 1,088.0
2.618 1,063.5
4.250 1,023.3
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 1,140.5 1,140.5
PP 1,140.5 1,140.5
S1 1,140.3 1,140.3

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

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