ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 905.9 909.2 3.3 0.4% 903.5
High 910.2 910.8 0.6 0.1% 912.0
Low 899.6 900.2 0.6 0.1% 891.1
Close 909.2 906.6 -2.6 -0.3% 908.0
Range 10.6 10.6 0.0 0.0% 20.9
ATR 10.4 10.4 0.0 0.2% 0.0
Volume 90,703 95,818 5,115 5.6% 495,038
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 937.8 932.8 912.5
R3 927.0 922.3 909.5
R2 916.5 916.5 908.5
R1 911.5 911.5 907.5 908.8
PP 905.8 905.8 905.8 904.5
S1 901.0 901.0 905.8 898.0
S2 895.3 895.3 904.8
S3 884.8 890.3 903.8
S4 874.0 879.8 900.8
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
5 912.0 896.1 15.9 1.8% 11.0 1.2% 66% False False 94,500
10 912.0 891.1 20.9 2.3% 10.5 1.2% 74% False False 95,866
20 912.0 870.8 41.2 4.5% 9.8 1.1% 87% False False 84,988
40 912.0 817.4 94.6 10.4% 10.5 1.2% 94% False False 88,977
60 912.0 760.1 151.9 16.8% 9.3 1.0% 96% False False 59,461
80 912.0 760.1 151.9 16.8% 7.3 0.8% 96% False False 44,598
Crabel Price Patterns
NR False
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 False
Stretch 1.8
Fibonacci Retracements and Extensions
4.250 955.8
2.618 938.5
1.618 928.0
1.000 921.5
0.618 917.3
HIGH 910.8
0.618 906.8
0.500 905.5
0.382 904.3
LOW 900.3
0.618 893.8
1.000 889.5
1.618 883.0
2.618 872.5
4.250 855.3
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 906.3 906.0
PP 905.8 905.3
S1 905.5 904.5

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

View Archives - Comment on this page... - Back to Index of Symbols