ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 1,200.0 1,180.2 -19.8 -1.7% 1,166.0
High 1,181.1 1,188.0 6.9 0.6% 1,183.5
Low 1,173.3 1,176.2 2.9 0.2% 1,144.3
Close 1,181.1 1,181.2 0.1 0.0% 1,166.1
Range 7.8 11.8 4.0 51.3% 39.2
ATR 14.5 14.3 -0.2 -1.3% 0.0
Volume 40 290 250 625.0% 784
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,217.3 1,211.0 1,187.8
R3 1,205.5 1,199.3 1,184.5
R2 1,193.5 1,193.5 1,183.3
R1 1,187.5 1,187.5 1,182.3 1,190.5
PP 1,181.8 1,181.8 1,181.8 1,183.3
S1 1,175.5 1,175.5 1,180.0 1,178.8
S2 1,170.0 1,170.0 1,179.0
S3 1,158.3 1,163.8 1,178.0
S4 1,146.5 1,152.0 1,174.8
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1,282.3 1,263.3 1,187.8
R3 1,243.0 1,224.3 1,177.0
R2 1,203.8 1,203.8 1,173.3
R1 1,185.0 1,185.0 1,169.8 1,194.5
PP 1,164.8 1,164.8 1,164.8 1,169.3
S1 1,145.8 1,145.8 1,162.5 1,155.3
S2 1,125.5 1,125.5 1,159.0
S3 1,086.3 1,106.5 1,155.3
S4 1,047.0 1,067.3 1,144.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.0 1,144.3 43.7 3.7% 15.5 1.3% 84% True False 210
10 1,188.0 1,144.3 43.7 3.7% 13.8 1.2% 84% True False 124
20 1,188.0 1,125.8 62.2 5.3% 13.0 1.1% 89% True False 81
40 1,188.0 1,038.8 149.2 12.6% 13.0 1.1% 95% True False 52
60 1,188.0 1,038.8 149.2 12.6% 10.0 0.8% 95% True False 39
80 1,188.0 1,038.8 149.2 12.6% 7.5 0.6% 95% True False 29
100 1,188.0 1,038.8 149.2 12.6% 6.0 0.5% 95% True False 231
120 1,195.6 1,038.8 156.8 13.3% 5.0 0.4% 91% False False 366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,238.3
2.618 1,219.0
1.618 1,207.0
1.000 1,199.8
0.618 1,195.3
HIGH 1,188.0
0.618 1,183.5
0.500 1,182.0
0.382 1,180.8
LOW 1,176.3
0.618 1,169.0
1.000 1,164.5
1.618 1,157.0
2.618 1,145.3
4.250 1,126.0
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 1,182.0 1,179.3
PP 1,181.8 1,177.3
S1 1,181.5 1,175.3

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

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