ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 905.0 906.5 1.5 0.2% 899.5
High 905.0 912.5 7.5 0.8% 907.9
Low 905.0 906.5 1.5 0.2% 893.3
Close 908.1 912.2 4.1 0.5% 908.6
Range 0.0 6.0 6.0 14.6
ATR 5.9 5.9 0.0 0.1% 0.0
Volume 24 3 -21 -87.5% 104
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 928.5 926.3 915.5
R3 922.5 920.3 913.8
R2 916.5 916.5 913.3
R1 914.3 914.3 912.8 915.3
PP 910.5 910.5 910.5 911.0
S1 908.3 908.3 911.8 909.3
S2 904.5 904.5 911.0
S3 898.5 902.3 910.5
S4 892.5 896.3 909.0
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 947.0 942.5 916.8
R3 932.5 927.8 912.5
R2 917.8 917.8 911.3
R1 913.3 913.3 910.0 915.5
PP 903.3 903.3 903.3 904.5
S1 898.8 898.8 907.3 901.0
S2 888.8 888.8 906.0
S3 874.0 884.0 904.5
S4 859.5 869.5 900.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 912.5 896.9 15.6 1.7% 4.5 0.5% 98% True False 25
10 912.5 891.1 21.4 2.3% 4.3 0.5% 99% True False 19
20 912.5 875.7 36.8 4.0% 2.5 0.3% 99% True False 11
40 912.5 820.7 91.8 10.1% 1.5 0.2% 100% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 938.0
2.618 928.3
1.618 922.3
1.000 918.5
0.618 916.3
HIGH 912.5
0.618 910.3
0.500 909.5
0.382 908.8
LOW 906.5
0.618 902.8
1.000 900.5
1.618 896.8
2.618 890.8
4.250 881.0
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 911.3 911.0
PP 910.5 909.5
S1 909.5 908.3

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

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