ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 943.0 943.7 0.7 0.1% 913.8
High 945.6 953.4 7.8 0.8% 943.0
Low 937.8 942.7 4.9 0.5% 906.7
Close 944.8 952.8 8.0 0.8% 941.5
Range 7.8 10.7 2.9 37.2% 36.3
ATR 10.5 10.5 0.0 0.1% 0.0
Volume 48,050 22,629 -25,421 -52.9% 682,231
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 981.8 978.0 958.8
R3 971.0 967.3 955.8
R2 960.3 960.3 954.8
R1 956.5 956.5 953.8 958.5
PP 949.8 949.8 949.8 950.5
S1 945.8 945.8 951.8 947.8
S2 939.0 939.0 950.8
S3 928.3 935.3 949.8
S4 917.5 924.5 947.0
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,039.3 1,026.8 961.5
R3 1,003.0 990.5 951.5
R2 966.8 966.8 948.3
R1 954.0 954.0 944.8 960.5
PP 930.5 930.5 930.5 933.5
S1 917.8 917.8 938.3 924.0
S2 894.0 894.0 934.8
S3 857.8 881.5 931.5
S4 821.5 845.3 921.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 953.4 933.2 20.2 2.1% 8.0 0.8% 97% True False 69,815
10 953.4 896.8 56.6 5.9% 9.5 1.0% 99% True False 106,584
20 953.4 892.6 60.8 6.4% 11.8 1.2% 99% True False 107,734
40 953.4 876.5 76.9 8.1% 10.5 1.1% 99% True False 95,155
60 953.4 821.6 131.8 13.8% 10.8 1.1% 100% True False 96,061
80 953.4 777.0 176.4 18.5% 9.8 1.0% 100% True False 75,225
100 953.4 760.1 193.3 20.3% 8.5 0.9% 100% True False 60,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 999.0
2.618 981.5
1.618 970.8
1.000 964.0
0.618 960.0
HIGH 953.5
0.618 949.3
0.500 948.0
0.382 946.8
LOW 942.8
0.618 936.0
1.000 932.0
1.618 925.5
2.618 914.8
4.250 897.3
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 951.3 950.3
PP 949.8 947.8
S1 948.0 945.3

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.