ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 1,111.5 1,124.2 12.7 1.1% 1,151.8
High 1,124.7 1,124.6 -0.1 0.0% 1,161.5
Low 1,108.9 1,100.2 -8.7 -0.8% 1,134.3
Close 1,124.2 1,106.6 -17.6 -1.6% 1,140.4
Range 15.8 24.4 8.6 54.4% 27.2
ATR 15.2 15.8 0.7 4.3% 0.0
Volume 125,948 180,669 54,721 43.4% 863,140
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,183.8 1,169.5 1,120.0
R3 1,159.3 1,145.3 1,113.3
R2 1,134.8 1,134.8 1,111.0
R1 1,120.8 1,120.8 1,108.8 1,115.5
PP 1,110.5 1,110.5 1,110.5 1,108.0
S1 1,096.3 1,096.3 1,104.3 1,091.3
S2 1,086.0 1,086.0 1,102.3
S3 1,061.8 1,072.0 1,100.0
S4 1,037.3 1,047.5 1,093.3
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 1,100.2 61.3 5.5% 20.5 1.9% 10% False True 153,435
10 1,169.8 1,100.2 69.6 6.3% 17.8 1.6% 9% False True 167,371
20 1,182.2 1,100.2 82.0 7.4% 15.5 1.4% 8% False True 90,591
40 1,182.2 1,099.7 82.5 7.5% 14.3 1.3% 8% False False 45,348
60 1,200.0 1,099.7 100.3 9.1% 13.5 1.2% 7% False False 30,248
80 1,205.4 1,099.7 105.7 9.6% 11.3 1.0% 7% False False 22,691
100 1,205.4 1,080.9 124.5 11.3% 9.0 0.8% 21% False False 18,153
120 1,205.4 1,080.9 124.5 11.3% 7.5 0.7% 21% False False 15,128
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 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,228.3
2.618 1,188.5
1.618 1,164.0
1.000 1,149.0
0.618 1,139.8
HIGH 1,124.5
0.618 1,115.3
0.500 1,112.5
0.382 1,109.5
LOW 1,100.3
0.618 1,085.0
1.000 1,075.8
1.618 1,060.8
2.618 1,036.3
4.250 996.5
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 1,112.5 1,113.3
PP 1,110.5 1,111.0
S1 1,108.5 1,108.8

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

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