ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 1,105.0 1,104.9 -0.1 0.0% 1,125.0
High 1,109.9 1,111.2 1.3 0.1% 1,125.0
Low 1,100.7 1,096.6 -4.1 -0.4% 1,096.4
Close 1,109.7 1,107.8 -1.9 -0.2% 1,109.7
Range 9.2 14.6 5.4 58.7% 28.6
ATR 9.6 9.9 0.4 3.8% 0.0
Volume 30 34 4 13.3% 177
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,149.0 1,143.0 1,115.8
R3 1,134.5 1,128.5 1,111.8
R2 1,119.8 1,119.8 1,110.5
R1 1,113.8 1,113.8 1,109.3 1,116.8
PP 1,105.3 1,105.3 1,105.3 1,106.8
S1 1,099.3 1,099.3 1,106.5 1,102.3
S2 1,090.5 1,090.5 1,105.0
S3 1,076.0 1,084.5 1,103.8
S4 1,061.5 1,070.0 1,099.8
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,196.3 1,181.5 1,125.5
R3 1,167.5 1,153.0 1,117.5
R2 1,139.0 1,139.0 1,115.0
R1 1,124.3 1,124.3 1,112.3 1,117.3
PP 1,110.3 1,110.3 1,110.3 1,107.0
S1 1,095.8 1,095.8 1,107.0 1,088.8
S2 1,081.8 1,081.8 1,104.5
S3 1,053.3 1,067.3 1,101.8
S4 1,024.5 1,038.5 1,094.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,122.0 1,096.4 25.6 2.3% 11.5 1.0% 45% False False 33
10 1,149.8 1,096.4 53.4 4.8% 6.8 0.6% 21% False False 22
20 1,168.1 1,096.4 71.7 6.5% 3.5 0.3% 16% False False 11
40 1,168.1 1,096.4 71.7 6.5% 1.8 0.2% 16% False False 5
60 1,175.4 1,096.4 79.0 7.1% 1.3 0.1% 14% False False 363
80 1,195.6 1,096.4 99.2 9.0% 0.8 0.1% 11% False False 522
100 1,195.6 1,079.3 116.3 10.5% 0.8 0.1% 25% False False 418
120 1,195.6 1,079.3 116.3 10.5% 0.5 0.1% 25% False False 455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 1,173.3
2.618 1,149.5
1.618 1,134.8
1.000 1,125.8
0.618 1,120.3
HIGH 1,111.3
0.618 1,105.5
0.500 1,104.0
0.382 1,102.3
LOW 1,096.5
0.618 1,087.5
1.000 1,082.0
1.618 1,073.0
2.618 1,058.5
4.250 1,034.5
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 1,106.5 1,106.5
PP 1,105.3 1,105.3
S1 1,104.0 1,103.8

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

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