ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 898.0 902.9 4.9 0.5% 900.0
High 905.0 902.9 -2.1 -0.2% 908.0
Low 898.0 896.9 -1.1 -0.1% 891.1
Close 905.2 902.6 -2.6 -0.3% 904.0
Range 7.0 6.0 -1.0 -14.3% 16.9
ATR 6.0 6.1 0.2 2.7% 0.0
Volume 76 11 -65 -85.5% 65
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 918.8 916.8 906.0
R3 912.8 910.8 904.3
R2 906.8 906.8 903.8
R1 904.8 904.8 903.3 902.8
PP 900.8 900.8 900.8 899.8
S1 898.8 898.8 902.0 896.8
S2 894.8 894.8 901.5
S3 888.8 892.8 901.0
S4 882.8 886.8 899.3
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 951.8 944.8 913.3
R3 934.8 927.8 908.8
R2 918.0 918.0 907.0
R1 911.0 911.0 905.5 914.5
PP 901.0 901.0 901.0 902.8
S1 894.0 894.0 902.5 897.5
S2 884.3 884.3 901.0
S3 867.3 877.3 899.3
S4 850.3 860.3 894.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 908.0 893.3 14.7 1.6% 5.0 0.6% 63% False False 24
10 908.0 891.1 16.9 1.9% 3.3 0.4% 68% False False 16
20 908.0 868.0 40.0 4.4% 2.0 0.2% 87% False False 9
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 928.5
2.618 918.5
1.618 912.5
1.000 909.0
0.618 906.5
HIGH 903.0
0.618 900.5
0.500 900.0
0.382 899.3
LOW 897.0
0.618 893.3
1.000 891.0
1.618 887.3
2.618 881.3
4.250 871.5
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 901.8 902.0
PP 900.8 901.5
S1 900.0 901.0

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

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