ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 1,175.0 1,195.4 20.4 1.7% 1,149.2
High 1,198.0 1,201.5 3.5 0.3% 1,201.5
Low 1,174.4 1,191.3 16.9 1.4% 1,133.0
Close 1,193.2 1,191.3 -1.9 -0.2% 1,191.3
Range 23.6 10.2 -13.4 -56.8% 68.5
ATR 22.1 21.3 -0.9 -3.8% 0.0
Volume 54,355 1,157 -53,198 -97.9% 338,134
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,225.3 1,218.5 1,197.0
R3 1,215.0 1,208.3 1,194.0
R2 1,205.0 1,205.0 1,193.3
R1 1,198.0 1,198.0 1,192.3 1,196.5
PP 1,194.8 1,194.8 1,194.8 1,193.8
S1 1,188.0 1,188.0 1,190.3 1,186.3
S2 1,184.5 1,184.5 1,189.5
S3 1,174.3 1,177.8 1,188.5
S4 1,164.0 1,167.5 1,185.8
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,380.8 1,354.5 1,229.0
R3 1,312.3 1,286.0 1,210.3
R2 1,243.8 1,243.8 1,203.8
R1 1,217.5 1,217.5 1,197.5 1,230.8
PP 1,175.3 1,175.3 1,175.3 1,181.8
S1 1,149.0 1,149.0 1,185.0 1,162.3
S2 1,106.8 1,106.8 1,178.8
S3 1,038.3 1,080.5 1,172.5
S4 969.8 1,012.0 1,153.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,201.5 1,133.0 68.5 5.8% 25.0 2.1% 85% True False 67,626
10 1,201.5 1,133.0 68.5 5.8% 25.5 2.1% 85% True False 108,729
20 1,201.5 1,133.0 68.5 5.8% 21.3 1.8% 85% True False 94,670
40 1,201.5 1,099.1 102.4 8.6% 18.8 1.6% 90% True False 99,672
60 1,201.5 1,038.6 162.9 13.7% 21.0 1.8% 94% True False 128,510
80 1,201.5 1,038.6 162.9 13.7% 19.5 1.6% 94% True False 119,030
100 1,201.5 1,038.6 162.9 13.7% 18.3 1.5% 94% True False 95,245
120 1,201.5 1,038.6 162.9 13.7% 17.3 1.5% 94% True False 79,379
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 6.2
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,244.8
2.618 1,228.3
1.618 1,218.0
1.000 1,211.8
0.618 1,207.8
HIGH 1,201.5
0.618 1,197.5
0.500 1,196.5
0.382 1,195.3
LOW 1,191.3
0.618 1,185.0
1.000 1,181.0
1.618 1,174.8
2.618 1,164.5
4.250 1,148.0
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 1,196.5 1,184.0
PP 1,194.8 1,176.8
S1 1,193.0 1,169.3

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

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