ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 937.0 938.0 1.0 0.1% 908.9
High 939.2 939.2 0.0 0.0% 939.8
Low 933.8 933.3 -0.5 -0.1% 903.8
Close 938.3 936.9 -1.4 -0.1% 938.0
Range 5.4 5.9 0.5 9.3% 36.0
ATR 9.0 8.7 -0.2 -2.4% 0.0
Volume 160,418 127,884 -32,534 -20.3% 334,129
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 954.3 951.5 940.3
R3 948.3 945.5 938.5
R2 942.3 942.3 938.0
R1 939.8 939.8 937.5 938.0
PP 936.5 936.5 936.5 935.8
S1 933.8 933.8 936.3 932.3
S2 930.5 930.5 935.8
S3 924.8 927.8 935.3
S4 918.8 922.0 933.8
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1,035.3 1,022.5 957.8
R3 999.3 986.5 948.0
R2 963.3 963.3 944.5
R1 950.5 950.5 941.3 957.0
PP 927.3 927.3 927.3 930.3
S1 914.5 914.5 934.8 921.0
S2 891.3 891.3 931.5
S3 855.3 878.5 928.0
S4 819.3 842.5 918.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.8 922.6 17.2 1.8% 7.0 0.7% 83% False False 120,886
10 939.8 893.2 46.6 5.0% 9.5 1.0% 94% False False 62,296
20 939.8 889.0 50.8 5.4% 9.5 1.0% 94% False False 31,181
40 939.8 875.7 64.1 6.8% 6.0 0.6% 95% False False 15,596
60 939.8 820.7 119.1 12.7% 4.0 0.4% 98% False False 10,399
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 964.3
2.618 954.8
1.618 948.8
1.000 945.0
0.618 942.8
HIGH 939.3
0.618 937.0
0.500 936.3
0.382 935.5
LOW 933.3
0.618 929.8
1.000 927.5
1.618 923.8
2.618 917.8
4.250 908.3
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 936.8 936.3
PP 936.5 935.5
S1 936.3 934.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.