ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 1,095.0 1,081.8 -13.2 -1.2% 1,137.1
High 1,098.4 1,095.8 -2.6 -0.2% 1,139.3
Low 1,077.1 1,072.0 -5.1 -0.5% 1,100.2
Close 1,082.1 1,091.3 9.2 0.9% 1,114.1
Range 21.3 23.8 2.5 11.7% 39.1
ATR 16.5 17.0 0.5 3.2% 0.0
Volume 248,938 222,252 -26,686 -10.7% 728,205
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,157.8 1,148.3 1,104.5
R3 1,134.0 1,124.5 1,097.8
R2 1,110.3 1,110.3 1,095.8
R1 1,100.8 1,100.8 1,093.5 1,105.5
PP 1,086.3 1,086.3 1,086.3 1,088.8
S1 1,077.0 1,077.0 1,089.0 1,081.8
S2 1,062.5 1,062.5 1,087.0
S3 1,038.8 1,053.3 1,084.8
S4 1,015.0 1,029.3 1,078.3
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,235.3 1,213.8 1,135.5
R3 1,196.0 1,174.8 1,124.8
R2 1,157.0 1,157.0 1,121.3
R1 1,135.5 1,135.5 1,117.8 1,126.8
PP 1,117.8 1,117.8 1,117.8 1,113.5
S1 1,096.5 1,096.5 1,110.5 1,087.5
S2 1,078.8 1,078.8 1,107.0
S3 1,039.8 1,057.3 1,103.3
S4 1,000.5 1,018.3 1,092.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,117.7 1,072.0 45.7 4.2% 19.3 1.8% 42% False True 179,858
10 1,161.5 1,072.0 89.5 8.2% 19.8 1.8% 22% False True 166,646
20 1,169.8 1,072.0 97.8 9.0% 17.3 1.6% 20% False True 135,457
40 1,182.2 1,072.0 110.2 10.1% 14.3 1.3% 18% False True 67,824
60 1,182.2 1,072.0 110.2 10.1% 14.5 1.3% 18% False True 45,234
80 1,205.4 1,072.0 133.4 12.2% 12.5 1.1% 14% False True 33,932
100 1,205.4 1,072.0 133.4 12.2% 10.0 0.9% 14% False True 27,146
120 1,205.4 1,072.0 133.4 12.2% 8.3 0.8% 14% False True 22,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,197.0
2.618 1,158.0
1.618 1,134.3
1.000 1,119.5
0.618 1,110.5
HIGH 1,095.8
0.618 1,086.8
0.500 1,084.0
0.382 1,081.0
LOW 1,072.0
0.618 1,057.3
1.000 1,048.3
1.618 1,033.5
2.618 1,009.8
4.250 970.8
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 1,088.8 1,094.8
PP 1,086.3 1,093.8
S1 1,084.0 1,092.5

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

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