ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 906.5 912.3 5.8 0.6% 899.5
High 912.5 915.6 3.1 0.3% 907.9
Low 906.5 911.8 5.3 0.6% 893.3
Close 912.2 915.8 3.6 0.4% 908.6
Range 6.0 3.8 -2.2 -36.7% 14.6
ATR 5.9 5.7 -0.1 -2.5% 0.0
Volume 3 16 13 433.3% 104
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 925.8 924.5 918.0
R3 922.0 920.8 916.8
R2 918.3 918.3 916.5
R1 917.0 917.0 916.3 917.5
PP 914.5 914.5 914.5 914.8
S1 913.3 913.3 915.5 913.8
S2 910.5 910.5 915.0
S3 906.8 909.5 914.8
S4 903.0 905.5 913.8
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
5 915.6 896.9 18.7 2.0% 4.0 0.4% 101% True False 13
10 915.6 893.3 22.3 2.4% 4.0 0.4% 101% True False 20
20 915.6 882.0 33.6 3.7% 2.8 0.3% 101% True False 11
40 915.6 820.7 94.9 10.4% 1.5 0.2% 100% True False 8
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 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 931.8
2.618 925.5
1.618 921.8
1.000 919.5
0.618 918.0
HIGH 915.5
0.618 914.3
0.500 913.8
0.382 913.3
LOW 911.8
0.618 909.5
1.000 908.0
1.618 905.8
2.618 901.8
4.250 895.8
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 915.0 914.0
PP 914.5 912.3
S1 913.8 910.3

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

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