ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 903.1 896.8 -6.3 -0.7% 888.0
High 903.1 896.8 -6.3 -0.7% 899.5
Low 903.1 891.1 -12.0 -1.3% 888.0
Close 903.1 888.7 -14.4 -1.6% 899.2
Range 0.0 5.7 5.7 11.5
ATR 4.5 5.0 0.5 11.9% 0.0
Volume 0 9 9 15
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 909.3 904.8 891.8
R3 903.5 899.0 890.3
R2 898.0 898.0 889.8
R1 893.3 893.3 889.3 892.8
PP 892.3 892.3 892.3 892.0
S1 887.5 887.5 888.3 887.0
S2 886.5 886.5 887.8
S3 880.8 882.0 887.3
S4 875.0 876.3 885.5
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
5 903.1 891.1 12.0 1.4% 1.5 0.2% -20% False True 3
10 903.1 882.0 21.1 2.4% 1.5 0.2% 32% False False 3
20 903.1 868.0 35.1 3.9% 1.0 0.1% 59% False False 3
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 0.1
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 921.0
2.618 911.8
1.618 906.0
1.000 902.5
0.618 900.3
HIGH 896.8
0.618 894.5
0.500 894.0
0.382 893.3
LOW 891.0
0.618 887.5
1.000 885.5
1.618 882.0
2.618 876.3
4.250 867.0
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 894.0 897.0
PP 892.3 894.3
S1 890.5 891.5

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

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