ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 870.2 869.5 -0.7 -0.1% 842.6
High 870.2 869.5 -0.7 -0.1% 874.5
Low 870.2 869.5 -0.7 -0.1% 842.6
Close 870.2 869.6 -0.6 -0.1% 869.7
Range
ATR 7.3 6.8 -0.5 -6.5% 0.0
Volume 4 2 -2 -50.0% 34
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 869.5 869.5 869.5
R3 869.5 869.5 869.5
R2 869.5 869.5 869.5
R1 869.5 869.5 869.5 869.5
PP 869.5 869.5 869.5 869.5
S1 869.5 869.5 869.5 869.5
S2 869.5 869.5 869.5
S3 869.5 869.5 869.5
S4 869.5 869.5 869.5
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 958.0 945.8 887.3
R3 926.0 913.8 878.5
R2 894.3 894.3 875.5
R1 882.0 882.0 872.5 888.0
PP 862.3 862.3 862.3 865.3
S1 850.0 850.0 866.8 856.3
S2 830.3 830.3 863.8
S3 798.5 818.3 861.0
S4 766.5 786.3 852.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 874.5 868.9 5.6 0.6% 1.0 0.1% 13% False False 5
10 874.5 820.7 53.8 6.2% 0.5 0.1% 91% False False 8
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 0.0
Fibonacci Retracements and Extensions
4.250 869.5
2.618 869.5
1.618 869.5
1.000 869.5
0.618 869.5
HIGH 869.5
0.618 869.5
0.500 869.5
0.382 869.5
LOW 869.5
0.618 869.5
1.000 869.5
1.618 869.5
2.618 869.5
4.250 869.5
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 869.5 871.8
PP 869.5 871.0
S1 869.5 870.3

Download as Excel Spreadsheet

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

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