ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 919.3 921.2 1.9 0.2% 913.0
High 923.9 925.3 1.4 0.2% 925.3
Low 915.4 919.5 4.1 0.4% 907.5
Close 921.5 922.5 1.0 0.1% 922.5
Range 8.5 5.8 -2.7 -31.8% 17.8
ATR 9.5 9.2 -0.3 -2.8% 0.0
Volume 71,234 2,079 -69,155 -97.1% 293,432
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 939.8 937.0 925.8
R3 934.0 931.3 924.0
R2 928.3 928.3 923.5
R1 925.3 925.3 923.0 926.8
PP 922.5 922.5 922.5 923.3
S1 919.5 919.5 922.0 921.0
S2 916.8 916.8 921.5
S3 910.8 913.8 921.0
S4 905.0 908.0 919.3
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 971.8 965.0 932.3
R3 954.0 947.3 927.5
R2 936.3 936.3 925.8
R1 929.3 929.3 924.3 932.8
PP 918.5 918.5 918.5 920.3
S1 911.5 911.5 920.8 915.0
S2 900.8 900.8 919.3
S3 882.8 893.8 917.5
S4 865.0 876.0 912.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 925.3 907.5 17.8 1.9% 7.0 0.8% 84% True False 58,686
10 925.3 896.1 29.2 3.2% 8.8 1.0% 90% True False 73,667
20 925.3 885.7 39.6 4.3% 9.3 1.0% 93% True False 78,401
40 925.3 823.1 102.2 11.1% 10.0 1.1% 97% True False 83,279
60 925.3 788.0 137.3 14.9% 9.3 1.0% 98% True False 65,609
80 925.3 760.1 165.2 17.9% 7.8 0.8% 98% True False 49,208
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 950.0
2.618 940.5
1.618 934.8
1.000 931.0
0.618 929.0
HIGH 925.3
0.618 923.0
0.500 922.5
0.382 921.8
LOW 919.5
0.618 916.0
1.000 913.8
1.618 910.0
2.618 904.3
4.250 894.8
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 922.5 921.8
PP 922.5 920.8
S1 922.5 920.0

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.