ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 912.3 916.6 4.3 0.5% 899.5
High 915.6 917.7 2.1 0.2% 907.9
Low 911.8 913.3 1.5 0.2% 893.3
Close 915.8 917.7 1.9 0.2% 908.6
Range 3.8 4.4 0.6 15.8% 14.6
ATR 5.7 5.7 -0.1 -1.7% 0.0
Volume 16 23 7 43.8% 104
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 929.5 928.0 920.0
R3 925.0 923.5 919.0
R2 920.8 920.8 918.5
R1 919.3 919.3 918.0 920.0
PP 916.3 916.3 916.3 916.5
S1 914.8 914.8 917.3 915.5
S2 911.8 911.8 917.0
S3 907.5 910.3 916.5
S4 903.0 906.0 915.3
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
5 917.7 904.1 13.6 1.5% 3.5 0.4% 100% True False 15
10 917.7 893.3 24.4 2.7% 4.3 0.5% 100% True False 19
20 917.7 887.0 30.7 3.3% 2.8 0.3% 100% True False 12
40 917.7 820.7 97.0 10.6% 1.8 0.2% 100% True False 9
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 0.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 936.5
2.618 929.3
1.618 924.8
1.000 922.0
0.618 920.5
HIGH 917.8
0.618 916.0
0.500 915.5
0.382 915.0
LOW 913.3
0.618 910.5
1.000 909.0
1.618 906.3
2.618 901.8
4.250 894.5
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 917.0 915.8
PP 916.3 914.0
S1 915.5 912.0

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

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