ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 939.4 943.1 3.7 0.4% 944.0
High 944.8 951.3 6.5 0.7% 948.6
Low 937.3 936.6 -0.7 -0.1% 931.6
Close 944.1 943.4 -0.7 -0.1% 944.1
Range 7.5 14.7 7.2 96.0% 17.0
ATR 9.6 10.0 0.4 3.8% 0.0
Volume 89,041 134,864 45,823 51.5% 589,464
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 987.8 980.3 951.5
R3 973.3 965.8 947.5
R2 958.5 958.5 946.0
R1 951.0 951.0 944.8 954.8
PP 943.8 943.8 943.8 945.8
S1 936.3 936.3 942.0 940.0
S2 929.0 929.0 940.8
S3 914.3 921.5 939.3
S4 899.8 906.8 935.3
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 992.5 985.3 953.5
R3 975.5 968.3 948.8
R2 958.5 958.5 947.3
R1 951.3 951.3 945.8 954.8
PP 941.5 941.5 941.5 943.3
S1 934.3 934.3 942.5 937.8
S2 924.5 924.5 941.0
S3 907.5 917.3 939.5
S4 890.5 900.3 934.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.3 931.6 19.7 2.1% 12.3 1.3% 60% True False 118,925
10 951.3 931.6 19.7 2.1% 10.5 1.1% 60% True False 116,897
20 951.3 889.0 62.3 6.6% 10.3 1.1% 87% True False 83,206
40 951.3 889.0 62.3 6.6% 8.3 0.9% 87% True False 41,622
60 951.3 842.6 108.7 11.5% 5.8 0.6% 93% True False 27,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,013.8
2.618 989.8
1.618 975.0
1.000 966.0
0.618 960.5
HIGH 951.3
0.618 945.8
0.500 944.0
0.382 942.3
LOW 936.5
0.618 927.5
1.000 922.0
1.618 912.8
2.618 898.0
4.250 874.0
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 944.0 944.0
PP 943.8 943.8
S1 943.5 943.5

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.