ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 932.5 938.9 6.4 0.7% 907.7
High 941.4 947.4 6.0 0.6% 942.7
Low 930.6 935.4 4.8 0.5% 894.9
Close 939.4 945.1 5.7 0.6% 932.5
Range 10.8 12.0 1.2 11.1% 47.8
ATR 15.0 14.8 -0.2 -1.4% 0.0
Volume 69,243 91,429 22,186 32.0% 528,462
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 978.8 973.8 951.8
R3 966.8 961.8 948.5
R2 954.8 954.8 947.3
R1 949.8 949.8 946.3 952.3
PP 942.8 942.8 942.8 943.8
S1 937.8 937.8 944.0 940.3
S2 930.8 930.8 943.0
S3 918.8 925.8 941.8
S4 906.8 913.8 938.5
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,066.8 1,047.5 958.8
R3 1,019.0 999.8 945.8
R2 971.3 971.3 941.3
R1 951.8 951.8 937.0 961.5
PP 923.3 923.3 923.3 928.3
S1 904.0 904.0 928.0 913.8
S2 875.5 875.5 923.8
S3 827.8 856.3 919.3
S4 780.0 808.5 906.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 947.4 923.2 24.2 2.6% 11.3 1.2% 90% True False 89,186
10 947.4 894.2 53.2 5.6% 15.3 1.6% 96% True False 111,077
20 949.8 894.2 55.6 5.9% 16.5 1.7% 92% False False 117,027
40 951.3 894.2 57.1 6.0% 13.3 1.4% 89% False False 112,960
60 951.3 889.0 62.3 6.6% 11.8 1.2% 90% False False 75,405
80 951.3 868.0 83.3 8.8% 9.0 1.0% 93% False False 56,555
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 3.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 998.5
2.618 978.8
1.618 966.8
1.000 959.5
0.618 954.8
HIGH 947.5
0.618 942.8
0.500 941.5
0.382 940.0
LOW 935.5
0.618 928.0
1.000 923.5
1.618 916.0
2.618 904.0
4.250 884.5
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 943.8 942.8
PP 942.8 940.3
S1 941.5 938.0

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.