ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1,163.5 1,170.0 6.5 0.6% 1,160.0
High 1,168.5 1,176.1 7.6 0.7% 1,171.8
Low 1,159.7 1,166.5 6.8 0.6% 1,154.6
Close 1,168.5 1,172.7 4.2 0.4% 1,168.5
Range 8.8 9.6 0.8 9.1% 17.2
ATR 12.1 11.9 -0.2 -1.5% 0.0
Volume 98 327 229 233.7% 1,277
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,200.5 1,196.3 1,178.0
R3 1,191.0 1,186.8 1,175.3
R2 1,181.3 1,181.3 1,174.5
R1 1,177.0 1,177.0 1,173.5 1,179.3
PP 1,171.8 1,171.8 1,171.8 1,172.8
S1 1,167.5 1,167.5 1,171.8 1,169.5
S2 1,162.3 1,162.3 1,171.0
S3 1,152.5 1,157.8 1,170.0
S4 1,143.0 1,148.3 1,167.5
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1,216.5 1,209.8 1,178.0
R3 1,199.3 1,192.5 1,173.3
R2 1,182.3 1,182.3 1,171.8
R1 1,175.3 1,175.3 1,170.0 1,178.8
PP 1,165.0 1,165.0 1,165.0 1,166.8
S1 1,158.3 1,158.3 1,167.0 1,161.5
S2 1,147.8 1,147.8 1,165.3
S3 1,130.5 1,141.0 1,163.8
S4 1,113.3 1,123.8 1,159.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,176.1 1,158.0 18.1 1.5% 9.0 0.8% 81% True False 277
10 1,176.1 1,144.4 31.7 2.7% 8.8 0.7% 89% True False 199
20 1,176.1 1,101.7 74.4 6.3% 11.3 1.0% 95% True False 125
40 1,178.5 1,099.7 78.8 6.7% 12.5 1.1% 93% False False 88
60 1,205.4 1,099.7 105.7 9.0% 10.3 0.9% 69% False False 68
80 1,205.4 1,083.8 121.6 10.4% 7.8 0.7% 73% False False 51
100 1,205.4 1,080.9 124.5 10.6% 6.3 0.5% 74% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,217.0
2.618 1,201.3
1.618 1,191.8
1.000 1,185.8
0.618 1,182.0
HIGH 1,176.0
0.618 1,172.5
0.500 1,171.3
0.382 1,170.3
LOW 1,166.5
0.618 1,160.5
1.000 1,157.0
1.618 1,151.0
2.618 1,141.3
4.250 1,125.8
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1,172.3 1,170.8
PP 1,171.8 1,169.0
S1 1,171.3 1,167.0

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

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