ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 909.5 899.3 -10.2 -1.1% 903.5
High 909.5 908.6 -0.9 -0.1% 912.0
Low 896.1 898.3 2.2 0.2% 891.1
Close 899.0 905.7 6.7 0.7% 908.0
Range 13.4 10.3 -3.1 -23.1% 20.9
ATR 10.4 10.3 0.0 0.0% 0.0
Volume 100,964 80,220 -20,744 -20.5% 495,038
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 935.0 930.8 911.3
R3 924.8 920.5 908.5
R2 914.5 914.5 907.5
R1 910.0 910.0 906.8 912.3
PP 904.3 904.3 904.3 905.3
S1 899.8 899.8 904.8 902.0
S2 894.0 894.0 903.8
S3 883.5 889.5 902.8
S4 873.3 879.3 900.0
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 966.5 958.0 919.5
R3 945.5 937.3 913.8
R2 924.5 924.5 911.8
R1 916.3 916.3 910.0 920.5
PP 903.8 903.8 903.8 905.8
S1 895.5 895.5 906.0 899.5
S2 882.8 882.8 904.3
S3 862.0 874.5 902.3
S4 841.0 853.5 896.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 912.0 891.1 20.9 2.3% 12.0 1.3% 70% False False 100,296
10 912.0 891.0 21.0 2.3% 10.3 1.1% 70% False False 93,432
20 912.0 868.1 43.9 4.8% 9.3 1.0% 86% False False 83,088
40 912.0 814.8 97.2 10.7% 10.5 1.1% 94% False False 84,438
60 912.0 760.1 151.9 16.8% 9.0 1.0% 96% False False 56,352
80 912.0 760.1 151.9 16.8% 7.0 0.8% 96% False False 42,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952.5
2.618 935.5
1.618 925.3
1.000 919.0
0.618 915.0
HIGH 908.5
0.618 904.8
0.500 903.5
0.382 902.3
LOW 898.3
0.618 892.0
1.000 888.0
1.618 881.8
2.618 871.3
4.250 854.5
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 905.0 905.3
PP 904.3 904.5
S1 903.5 904.0

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.