ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1,170.0 1,173.5 3.5 0.3% 1,160.0
High 1,176.1 1,182.2 6.1 0.5% 1,171.8
Low 1,166.5 1,164.2 -2.3 -0.2% 1,154.6
Close 1,172.7 1,165.2 -7.5 -0.6% 1,168.5
Range 9.6 18.0 8.4 87.5% 17.2
ATR 11.9 12.3 0.4 3.7% 0.0
Volume 327 380 53 16.2% 1,277
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,224.5 1,212.8 1,175.0
R3 1,206.5 1,194.8 1,170.3
R2 1,188.5 1,188.5 1,168.5
R1 1,176.8 1,176.8 1,166.8 1,173.8
PP 1,170.5 1,170.5 1,170.5 1,169.0
S1 1,158.8 1,158.8 1,163.5 1,155.8
S2 1,152.5 1,152.5 1,162.0
S3 1,134.5 1,140.8 1,160.3
S4 1,116.5 1,122.8 1,155.3
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 1,182.2 1,158.0 24.2 2.1% 10.3 0.9% 30% True False 219
10 1,182.2 1,144.4 37.8 3.2% 9.8 0.8% 55% True False 228
20 1,182.2 1,101.7 80.5 6.9% 11.5 1.0% 79% True False 143
40 1,182.2 1,099.7 82.5 7.1% 12.5 1.1% 79% True False 97
60 1,205.4 1,099.7 105.7 9.1% 10.5 0.9% 62% False False 74
80 1,205.4 1,083.8 121.6 10.4% 8.0 0.7% 67% False False 55
100 1,205.4 1,080.9 124.5 10.7% 6.3 0.5% 68% False False 45
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 2.7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,258.8
2.618 1,229.3
1.618 1,211.3
1.000 1,200.3
0.618 1,193.3
HIGH 1,182.3
0.618 1,175.3
0.500 1,173.3
0.382 1,171.0
LOW 1,164.3
0.618 1,153.0
1.000 1,146.3
1.618 1,135.0
2.618 1,117.0
4.250 1,087.8
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1,173.3 1,171.0
PP 1,170.5 1,169.0
S1 1,167.8 1,167.0

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

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