ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 894.4 893.9 -0.5 -0.1% 918.7
High 897.7 909.9 12.2 1.4% 929.9
Low 889.0 893.2 4.2 0.5% 897.1
Close 892.9 905.3 12.4 1.4% 911.5
Range 8.7 16.7 8.0 92.0% 32.8
ATR 8.3 8.9 0.6 7.5% 0.0
Volume 90 82 -8 -8.9% 84
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 953.0 945.8 914.5
R3 936.3 929.0 910.0
R2 919.5 919.5 908.3
R1 912.5 912.5 906.8 916.0
PP 902.8 902.8 902.8 904.5
S1 895.8 895.8 903.8 899.3
S2 886.0 886.0 902.3
S3 869.5 879.0 900.8
S4 852.8 862.3 896.0
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,011.3 994.3 929.5
R3 978.5 961.3 920.5
R2 945.8 945.8 917.5
R1 928.5 928.5 914.5 920.8
PP 912.8 912.8 912.8 909.0
S1 895.8 895.8 908.5 888.0
S2 880.0 880.0 905.5
S3 847.3 863.0 902.5
S4 814.5 830.3 893.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 916.0 889.0 27.0 3.0% 13.8 1.5% 60% False False 128
10 929.9 889.0 40.9 4.5% 10.5 1.2% 40% False False 73
20 929.9 889.0 40.9 4.5% 7.3 0.8% 40% False False 46
40 929.9 868.0 61.9 6.8% 4.3 0.5% 60% False False 24
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 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 981.0
2.618 953.5
1.618 937.0
1.000 926.5
0.618 920.3
HIGH 910.0
0.618 903.5
0.500 901.5
0.382 899.5
LOW 893.3
0.618 883.0
1.000 876.5
1.618 866.3
2.618 849.5
4.250 822.3
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 904.0 904.3
PP 902.8 903.5
S1 901.5 902.5

Download as Excel Spreadsheet

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

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