ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 907.7 911.5 3.8 0.4% 939.0
High 914.5 928.5 14.0 1.5% 939.8
Low 894.9 906.8 11.9 1.3% 894.2
Close 912.0 927.1 15.1 1.7% 907.2
Range 19.6 21.7 2.1 10.7% 45.6
ATR 15.9 16.3 0.4 2.6% 0.0
Volume 111,994 131,208 19,214 17.2% 786,148
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 986.0 978.3 939.0
R3 964.3 956.5 933.0
R2 942.5 942.5 931.0
R1 934.8 934.8 929.0 938.8
PP 920.8 920.8 920.8 922.8
S1 913.0 913.0 925.0 917.0
S2 899.0 899.0 923.0
S3 877.5 891.5 921.3
S4 855.8 869.8 915.3
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,050.5 1,024.5 932.3
R3 1,005.0 978.8 919.8
R2 959.3 959.3 915.5
R1 933.3 933.3 911.5 923.5
PP 913.8 913.8 913.8 908.8
S1 887.8 887.8 903.0 878.0
S2 868.3 868.3 898.8
S3 822.5 842.0 894.8
S4 777.0 796.5 882.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.5 894.2 34.3 3.7% 19.3 2.1% 96% True False 132,968
10 949.8 894.2 55.6 6.0% 20.3 2.2% 59% False False 132,357
20 950.7 894.2 56.5 6.1% 16.8 1.8% 58% False False 120,677
40 951.3 889.0 62.3 6.7% 13.5 1.4% 61% False False 101,942
60 951.3 889.0 62.3 6.7% 11.0 1.2% 61% False False 67,974
80 951.3 842.6 108.7 11.7% 8.5 0.9% 78% False False 50,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,020.8
2.618 985.3
1.618 963.5
1.000 950.3
0.618 942.0
HIGH 928.5
0.618 920.3
0.500 917.8
0.382 915.0
LOW 906.8
0.618 893.5
1.000 885.0
1.618 871.8
2.618 850.0
4.250 814.5
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 924.0 922.0
PP 920.8 916.8
S1 917.8 911.8

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.