ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 899.5 900.0 0.5 0.1% 888.0
High 899.5 900.0 0.5 0.1% 899.5
Low 899.5 900.0 0.5 0.1% 888.0
Close 899.2 901.0 1.8 0.2% 899.2
Range
ATR 5.0 4.7 -0.3 -6.0% 0.0
Volume 4 2 -2 -50.0% 15
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 900.3 900.8 901.0
R3 900.3 900.8 901.0
R2 900.3 900.3 901.0
R1 900.8 900.8 901.0 900.5
PP 900.3 900.3 900.3 900.3
S1 900.8 900.8 901.0 900.5
S2 900.3 900.3 901.0
S3 900.3 900.8 901.0
S4 900.3 900.8 901.0
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 930.0 926.3 905.5
R3 918.5 914.8 902.3
R2 907.0 907.0 901.3
R1 903.3 903.3 900.3 905.0
PP 895.5 895.5 895.5 896.5
S1 891.8 891.8 898.3 893.5
S2 884.0 884.0 897.0
S3 872.5 880.3 896.0
S4 861.0 868.8 893.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 900.0 890.1 9.9 1.1% 1.5 0.2% 110% True False 3
10 900.0 868.0 32.0 3.6% 1.0 0.1% 103% True False 3
20 900.0 842.6 57.4 6.4% 0.8 0.1% 102% True False 4
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Fibonacci Retracements and Extensions
4.250 900.0
2.618 900.0
1.618 900.0
1.000 900.0
0.618 900.0
HIGH 900.0
0.618 900.0
0.500 900.0
0.382 900.0
LOW 900.0
0.618 900.0
1.000 900.0
1.618 900.0
2.618 900.0
4.250 900.0
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 900.8 899.8
PP 900.3 898.5
S1 900.0 897.3

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.