ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 930.5 925.0 -5.5 -0.6% 947.7
High 933.1 945.0 11.9 1.3% 948.6
Low 924.1 924.1 0.0 0.0% 907.2
Close 926.0 943.3 17.3 1.9% 919.5
Range 9.0 20.9 11.9 132.2% 41.4
ATR 11.8 12.4 0.7 5.5% 0.0
Volume 93,461 111,481 18,020 19.3% 635,673
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,000.3 992.8 954.8
R3 979.3 971.8 949.0
R2 958.3 958.3 947.3
R1 950.8 950.8 945.3 954.5
PP 937.5 937.5 937.5 939.3
S1 930.0 930.0 941.5 933.8
S2 916.5 916.5 939.5
S3 895.8 909.0 937.5
S4 874.8 888.3 931.8
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,049.3 1,025.8 942.3
R3 1,008.0 984.5 931.0
R2 966.5 966.5 927.0
R1 943.0 943.0 923.3 934.0
PP 925.0 925.0 925.0 920.5
S1 901.5 901.5 915.8 892.8
S2 883.8 883.8 912.0
S3 842.3 860.3 908.0
S4 801.0 818.8 896.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945.0 907.2 37.8 4.0% 13.8 1.5% 96% True False 105,845
10 950.7 907.2 43.5 4.6% 14.5 1.5% 83% False False 110,650
20 951.3 907.2 44.1 4.7% 12.5 1.3% 82% False False 112,127
40 951.3 889.0 62.3 6.6% 11.0 1.2% 87% False False 71,654
60 951.3 875.7 75.6 8.0% 8.3 0.9% 89% False False 47,773
80 951.3 820.7 130.6 13.8% 6.3 0.7% 94% False False 35,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,033.8
2.618 999.8
1.618 978.8
1.000 966.0
0.618 958.0
HIGH 945.0
0.618 937.0
0.500 934.5
0.382 932.0
LOW 924.0
0.618 911.3
1.000 903.3
1.618 890.3
2.618 869.5
4.250 835.3
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 940.5 939.3
PP 937.5 935.0
S1 934.5 930.8

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.