ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 868.0 875.7 7.7 0.9% 870.2
High 868.0 875.7 7.7 0.9% 874.4
Low 868.0 875.7 7.7 0.9% 869.5
Close 877.9 875.3 -2.6 -0.3% 874.4
Range
ATR 5.5 5.2 -0.2 -4.3% 0.0
Volume 3 1 -2 -66.7% 11
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 875.5 875.5 875.3
R3 875.5 875.5 875.3
R2 875.5 875.5 875.3
R1 875.5 875.5 875.3 875.5
PP 875.5 875.5 875.5 875.5
S1 875.5 875.5 875.3 875.5
S2 875.5 875.5 875.3
S3 875.5 875.5 875.3
S4 875.5 875.5 875.3
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 887.5 885.8 877.0
R3 882.5 881.0 875.8
R2 877.8 877.8 875.3
R1 876.0 876.0 874.8 876.8
PP 872.8 872.8 872.8 873.3
S1 871.3 871.3 874.0 872.0
S2 867.8 867.8 873.5
S3 863.0 866.3 873.0
S4 858.0 861.3 871.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.7 868.0 7.7 0.9% 0.3 0.0% 95% True False 2
10 875.7 868.0 7.7 0.9% 0.8 0.1% 95% True False 2
20 875.7 820.7 55.0 6.3% 0.3 0.0% 99% True False 5
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
4.250 875.8
2.618 875.8
1.618 875.8
1.000 875.8
0.618 875.8
HIGH 875.8
0.618 875.8
0.500 875.8
0.382 875.8
LOW 875.8
0.618 875.8
1.000 875.8
1.618 875.8
2.618 875.8
4.250 875.8
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 875.8 874.3
PP 875.5 873.0
S1 875.5 871.8

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

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