ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 874.0 878.1 4.1 0.5% 824.2
High 879.0 882.5 3.5 0.4% 878.7
Low 873.6 874.0 0.4 0.0% 823.1
Close 877.8 879.9 2.1 0.2% 873.7
Range 5.4 8.5 3.1 57.4% 55.6
ATR 10.8 10.6 -0.2 -1.5% 0.0
Volume 76,131 98,072 21,941 28.8% 420,598
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 904.3 900.5 884.5
R3 895.8 892.0 882.3
R2 887.3 887.3 881.5
R1 883.5 883.5 880.8 885.5
PP 878.8 878.8 878.8 879.8
S1 875.0 875.0 879.0 877.0
S2 870.3 870.3 878.3
S3 861.8 866.5 877.5
S4 853.3 858.0 875.3
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,025.3 1,005.0 904.3
R3 969.8 949.5 889.0
R2 914.0 914.0 884.0
R1 894.0 894.0 878.8 904.0
PP 858.5 858.5 858.5 863.5
S1 838.3 838.3 868.5 848.5
S2 803.0 803.0 863.5
S3 747.3 782.8 858.5
S4 691.8 727.0 843.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 882.5 868.1 14.4 1.6% 7.0 0.8% 82% True False 81,703
10 882.5 823.1 59.4 6.8% 11.8 1.3% 96% True False 89,889
20 882.5 817.4 65.1 7.4% 11.3 1.3% 96% True False 97,300
40 882.5 760.1 122.4 13.9% 9.3 1.0% 98% True False 49,149
60 882.5 760.1 122.4 13.9% 6.5 0.7% 98% True False 32,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 918.5
2.618 904.8
1.618 896.3
1.000 891.0
0.618 887.8
HIGH 882.5
0.618 879.3
0.500 878.3
0.382 877.3
LOW 874.0
0.618 868.8
1.000 865.5
1.618 860.3
2.618 851.8
4.250 838.0
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 879.3 878.3
PP 878.8 876.8
S1 878.3 875.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.