ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 1,159.0 1,168.0 9.0 0.8% 1,164.7
High 1,169.4 1,169.8 0.4 0.0% 1,169.8
Low 1,151.1 1,150.0 -1.1 -0.1% 1,148.0
Close 1,167.6 1,154.8 -12.8 -1.1% 1,154.8
Range 18.3 19.8 1.5 8.2% 21.8
ATR 13.3 13.8 0.5 3.5% 0.0
Volume 91,978 202,718 110,740 120.4% 338,073
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,217.5 1,206.0 1,165.8
R3 1,197.8 1,186.3 1,160.3
R2 1,178.0 1,178.0 1,158.5
R1 1,166.5 1,166.5 1,156.5 1,162.3
PP 1,158.3 1,158.3 1,158.3 1,156.3
S1 1,146.5 1,146.5 1,153.0 1,142.5
S2 1,138.5 1,138.5 1,151.3
S3 1,118.5 1,126.8 1,149.3
S4 1,098.8 1,107.0 1,144.0
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,223.0 1,210.8 1,166.8
R3 1,201.3 1,188.8 1,160.8
R2 1,179.3 1,179.3 1,158.8
R1 1,167.0 1,167.0 1,156.8 1,162.3
PP 1,157.5 1,157.5 1,157.5 1,155.3
S1 1,145.3 1,145.3 1,152.8 1,140.5
S2 1,135.8 1,135.8 1,150.8
S3 1,114.0 1,123.5 1,148.8
S4 1,092.3 1,101.8 1,142.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,169.8 1,148.0 21.8 1.9% 15.8 1.4% 31% True False 67,614
10 1,182.2 1,148.0 34.2 3.0% 14.5 1.3% 20% False False 34,069
20 1,182.2 1,124.0 58.2 5.0% 12.5 1.1% 53% False False 17,120
40 1,182.2 1,099.7 82.5 7.1% 13.3 1.1% 67% False False 8,583
60 1,205.4 1,099.7 105.7 9.2% 12.3 1.1% 52% False False 5,739
80 1,205.4 1,099.7 105.7 9.2% 9.3 0.8% 52% False False 4,304
100 1,205.4 1,080.9 124.5 10.8% 7.5 0.6% 59% False False 3,443
120 1,205.4 1,080.9 124.5 10.8% 6.3 0.5% 59% False False 2,870
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 5.0
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,254.0
2.618 1,221.8
1.618 1,201.8
1.000 1,189.5
0.618 1,182.0
HIGH 1,169.8
0.618 1,162.3
0.500 1,160.0
0.382 1,157.5
LOW 1,150.0
0.618 1,137.8
1.000 1,130.3
1.618 1,118.0
2.618 1,098.3
4.250 1,065.8
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 1,160.0 1,159.0
PP 1,158.3 1,157.5
S1 1,156.5 1,156.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.