ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1,156.1 1,137.1 -19.0 -1.6% 1,151.8
High 1,161.5 1,139.3 -22.2 -1.9% 1,161.5
Low 1,136.2 1,119.1 -17.1 -1.5% 1,134.3
Close 1,140.4 1,122.3 -18.1 -1.6% 1,140.4
Range 25.3 20.2 -5.1 -20.2% 27.2
ATR 14.5 15.0 0.5 3.3% 0.0
Volume 159,315 142,657 -16,658 -10.5% 863,140
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,187.5 1,175.0 1,133.5
R3 1,167.3 1,155.0 1,127.8
R2 1,147.0 1,147.0 1,126.0
R1 1,134.8 1,134.8 1,124.3 1,130.8
PP 1,127.0 1,127.0 1,127.0 1,125.0
S1 1,114.5 1,114.5 1,120.5 1,110.5
S2 1,106.8 1,106.8 1,118.5
S3 1,086.5 1,094.3 1,116.8
S4 1,066.3 1,074.0 1,111.3
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,227.0 1,211.0 1,155.3
R3 1,199.8 1,183.8 1,148.0
R2 1,172.5 1,172.5 1,145.5
R1 1,156.5 1,156.5 1,143.0 1,151.0
PP 1,145.5 1,145.5 1,145.5 1,142.5
S1 1,129.3 1,129.3 1,138.0 1,123.8
S2 1,118.3 1,118.3 1,135.5
S3 1,091.0 1,102.0 1,133.0
S4 1,063.8 1,075.0 1,125.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,161.5 1,119.1 42.4 3.8% 16.5 1.5% 8% False True 161,385
10 1,169.8 1,119.1 50.7 4.5% 16.8 1.5% 6% False True 134,134
20 1,182.2 1,119.1 63.1 5.6% 14.3 1.3% 5% False True 67,383
40 1,182.2 1,099.7 82.5 7.4% 13.8 1.2% 27% False False 33,720
60 1,205.4 1,099.7 105.7 9.4% 13.3 1.2% 21% False False 22,497
80 1,205.4 1,099.7 105.7 9.4% 10.5 0.9% 21% False False 16,876
100 1,205.4 1,080.9 124.5 11.1% 8.5 0.8% 33% False False 13,501
120 1,205.4 1,080.9 124.5 11.1% 7.0 0.6% 33% False False 11,251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,225.3
2.618 1,192.3
1.618 1,172.0
1.000 1,159.5
0.618 1,151.8
HIGH 1,139.3
0.618 1,131.5
0.500 1,129.3
0.382 1,126.8
LOW 1,119.0
0.618 1,106.5
1.000 1,099.0
1.618 1,086.5
2.618 1,066.3
4.250 1,033.3
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1,129.3 1,140.3
PP 1,127.0 1,134.3
S1 1,124.5 1,128.3

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

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