ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 1,065.2 1,084.9 19.7 1.8% 1,046.8
High 1,089.4 1,095.8 6.4 0.6% 1,095.8
Low 1,046.8 1,073.9 27.1 2.6% 1,038.6
Close 1,082.8 1,078.7 -4.1 -0.4% 1,078.7
Range 42.6 21.9 -20.7 -48.6% 57.2
ATR 24.0 23.8 -0.1 -0.6% 0.0
Volume 272,862 181,141 -91,721 -33.6% 1,218,705
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,148.5 1,135.5 1,090.8
R3 1,126.5 1,113.5 1,084.8
R2 1,104.8 1,104.8 1,082.8
R1 1,091.8 1,091.8 1,080.8 1,087.3
PP 1,082.8 1,082.8 1,082.8 1,080.5
S1 1,069.8 1,069.8 1,076.8 1,065.3
S2 1,061.0 1,061.0 1,074.8
S3 1,039.0 1,048.0 1,072.8
S4 1,017.0 1,026.0 1,066.8
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,242.8 1,217.8 1,110.3
R3 1,185.5 1,160.8 1,094.5
R2 1,128.3 1,128.3 1,089.3
R1 1,103.5 1,103.5 1,084.0 1,115.8
PP 1,071.0 1,071.0 1,071.0 1,077.3
S1 1,046.3 1,046.3 1,073.5 1,058.8
S2 1,013.8 1,013.8 1,068.3
S3 956.8 989.0 1,063.0
S4 899.5 931.8 1,047.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,095.8 1,038.6 57.2 5.3% 30.0 2.8% 70% True False 243,741
10 1,106.5 1,038.6 67.9 6.3% 29.3 2.7% 59% False False 217,687
20 1,139.3 1,038.6 100.7 9.3% 24.0 2.2% 40% False False 190,807
40 1,182.2 1,038.6 143.6 13.3% 18.8 1.7% 28% False False 125,531
60 1,182.2 1,038.6 143.6 13.3% 17.0 1.6% 28% False False 83,705
80 1,205.4 1,038.6 166.8 15.5% 15.8 1.5% 24% False False 62,792
100 1,205.4 1,038.6 166.8 15.5% 13.0 1.2% 24% False False 50,236
120 1,205.4 1,038.6 166.8 15.5% 10.8 1.0% 24% False False 41,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,189.0
2.618 1,153.3
1.618 1,131.3
1.000 1,117.8
0.618 1,109.3
HIGH 1,095.8
0.618 1,087.5
0.500 1,084.8
0.382 1,082.3
LOW 1,074.0
0.618 1,060.3
1.000 1,052.0
1.618 1,038.5
2.618 1,016.5
4.250 980.8
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 1,084.8 1,075.0
PP 1,082.8 1,071.0
S1 1,080.8 1,067.3

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

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