ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 870.0 871.0 1.0 0.1% 842.6
High 870.0 871.0 1.0 0.1% 874.5
Low 870.0 871.0 1.0 0.1% 842.6
Close 873.8 875.9 2.1 0.2% 869.7
Range
ATR 6.4 6.1 -0.3 -4.0% 0.0
Volume 1 2 1 100.0% 34
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 872.8 874.3 876.0
R3 872.8 874.3 876.0
R2 872.8 872.8 876.0
R1 874.3 874.3 876.0 873.5
PP 872.8 872.8 872.8 872.3
S1 874.3 874.3 876.0 873.5
S2 872.8 872.8 876.0
S3 872.8 874.3 876.0
S4 872.8 874.3 876.0
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
5 874.5 869.0 5.5 0.6% 1.0 0.1% 125% False False 2
10 874.5 820.7 53.8 6.1% 0.5 0.1% 103% False False 7
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
4.250 871.0
2.618 871.0
1.618 871.0
1.000 871.0
0.618 871.0
HIGH 871.0
0.618 871.0
0.500 871.0
0.382 871.0
LOW 871.0
0.618 871.0
1.000 871.0
1.618 871.0
2.618 871.0
4.250 871.0
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 874.3 874.0
PP 872.8 872.3
S1 871.0 870.3

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

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