ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 1,091.0 1,061.0 -30.0 -2.7% 1,100.2
High 1,101.2 1,072.2 -29.0 -2.6% 1,106.5
Low 1,059.7 1,045.5 -14.2 -1.3% 1,045.5
Close 1,065.9 1,048.9 -17.0 -1.6% 1,048.9
Range 41.5 26.7 -14.8 -35.7% 61.0
ATR 20.2 20.6 0.5 2.3% 0.0
Volume 224,749 225,401 652 0.3% 958,174
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,135.8 1,119.0 1,063.5
R3 1,109.0 1,092.3 1,056.3
R2 1,082.3 1,082.3 1,053.8
R1 1,065.5 1,065.5 1,051.3 1,060.5
PP 1,055.5 1,055.5 1,055.5 1,053.0
S1 1,038.8 1,038.8 1,046.5 1,033.8
S2 1,028.8 1,028.8 1,044.0
S3 1,002.3 1,012.3 1,041.5
S4 975.5 985.5 1,034.3
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,250.0 1,210.5 1,082.5
R3 1,189.0 1,149.5 1,065.8
R2 1,128.0 1,128.0 1,060.0
R1 1,088.5 1,088.5 1,054.5 1,077.8
PP 1,067.0 1,067.0 1,067.0 1,061.5
S1 1,027.5 1,027.5 1,043.3 1,016.8
S2 1,006.0 1,006.0 1,037.8
S3 945.0 966.5 1,032.0
S4 884.0 905.5 1,015.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,106.5 1,045.5 61.0 5.8% 28.5 2.7% 6% False True 191,634
10 1,117.7 1,045.5 72.2 6.9% 24.3 2.3% 5% False True 186,923
20 1,161.5 1,045.5 116.0 11.1% 20.5 2.0% 3% False True 173,028
40 1,182.2 1,045.5 136.7 13.0% 16.5 1.6% 2% False True 95,074
60 1,182.2 1,045.5 136.7 13.0% 15.8 1.5% 2% False True 63,398
80 1,205.4 1,045.5 159.9 15.2% 14.5 1.4% 2% False True 47,561
100 1,205.4 1,045.5 159.9 15.2% 11.5 1.1% 2% False True 38,049
120 1,205.4 1,045.5 159.9 15.2% 9.5 0.9% 2% False True 31,708
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 6.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,185.8
2.618 1,142.0
1.618 1,115.5
1.000 1,099.0
0.618 1,088.8
HIGH 1,072.3
0.618 1,062.0
0.500 1,058.8
0.382 1,055.8
LOW 1,045.5
0.618 1,029.0
1.000 1,018.8
1.618 1,002.3
2.618 975.5
4.250 932.0
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 1,058.8 1,073.3
PP 1,055.5 1,065.3
S1 1,052.3 1,057.0

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

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