ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 1,121.7 1,145.4 23.7 2.1% 1,087.8
High 1,144.8 1,145.4 0.6 0.1% 1,111.1
Low 1,121.7 1,135.6 13.9 1.2% 1,087.8
Close 1,143.2 1,137.2 -6.0 -0.5% 1,111.1
Range 23.1 9.8 -13.3 -57.6% 23.3
ATR 16.3 15.8 -0.5 -2.8% 0.0
Volume 39 16 -23 -59.0% 30
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,168.8 1,162.8 1,142.5
R3 1,159.0 1,153.0 1,140.0
R2 1,149.3 1,149.3 1,139.0
R1 1,143.3 1,143.3 1,138.0 1,141.3
PP 1,139.5 1,139.5 1,139.5 1,138.5
S1 1,133.5 1,133.5 1,136.3 1,131.5
S2 1,129.5 1,129.5 1,135.5
S3 1,119.8 1,123.5 1,134.5
S4 1,110.0 1,113.8 1,131.8
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,173.3 1,165.5 1,124.0
R3 1,150.0 1,142.3 1,117.5
R2 1,126.8 1,126.8 1,115.3
R1 1,118.8 1,118.8 1,113.3 1,122.8
PP 1,103.3 1,103.3 1,103.3 1,105.3
S1 1,095.5 1,095.5 1,109.0 1,099.5
S2 1,080.0 1,080.0 1,106.8
S3 1,056.8 1,072.3 1,104.8
S4 1,033.5 1,049.0 1,098.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,145.4 1,104.9 40.5 3.6% 7.8 0.7% 80% True False 17
10 1,145.4 1,044.9 100.5 8.8% 8.8 0.8% 92% True False 15
20 1,145.4 1,038.8 106.6 9.4% 12.8 1.1% 92% True False 22
40 1,163.0 1,038.8 124.2 10.9% 8.8 0.8% 79% False False 18
60 1,168.1 1,038.8 129.3 11.4% 5.8 0.5% 76% False False 12
80 1,168.1 1,038.8 129.3 11.4% 4.3 0.4% 76% False False 259
100 1,195.6 1,038.8 156.8 13.8% 3.5 0.3% 63% False False 423
120 1,195.6 1,038.8 156.8 13.8% 3.0 0.3% 63% False False 352
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 True
Stretch 0.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,187.0
2.618 1,171.0
1.618 1,161.3
1.000 1,155.3
0.618 1,151.5
HIGH 1,145.5
0.618 1,141.8
0.500 1,140.5
0.382 1,139.3
LOW 1,135.5
0.618 1,129.5
1.000 1,125.8
1.618 1,119.8
2.618 1,110.0
4.250 1,094.0
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 1,140.5 1,133.3
PP 1,139.5 1,129.3
S1 1,138.3 1,125.3

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

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