ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 995.6 997.2 1.6 0.2% 970.7
High 999.9 1,008.4 8.5 0.9% 995.3
Low 992.6 975.4 -17.2 -1.7% 968.0
Close 996.9 982.6 -14.3 -1.4% 994.0
Range 7.3 33.0 25.7 352.1% 27.3
ATR 12.3 13.8 1.5 11.9% 0.0
Volume 78,046 170,463 92,417 118.4% 421,880
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 1,087.8 1,068.3 1,000.8
R3 1,054.8 1,035.3 991.8
R2 1,021.8 1,021.8 988.8
R1 1,002.3 1,002.3 985.5 995.5
PP 988.8 988.8 988.8 985.5
S1 969.3 969.3 979.5 962.5
S2 955.8 955.8 976.5
S3 922.8 936.3 973.5
S4 889.8 903.3 964.5
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,067.8 1,058.3 1,009.0
R3 1,040.3 1,030.8 1,001.5
R2 1,013.0 1,013.0 999.0
R1 1,003.5 1,003.5 996.5 1,008.3
PP 985.8 985.8 985.8 988.3
S1 976.3 976.3 991.5 981.0
S2 958.5 958.5 989.0
S3 931.3 949.0 986.5
S4 903.8 921.8 979.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.4 975.4 33.0 3.4% 14.0 1.4% 22% True True 100,138
10 1,008.4 961.7 46.7 4.8% 12.0 1.2% 45% True False 91,780
20 1,008.4 920.4 88.0 9.0% 13.0 1.3% 71% True False 94,346
40 1,008.4 894.2 114.2 11.6% 15.0 1.5% 77% True False 107,768
60 1,008.4 893.2 115.2 11.7% 13.3 1.4% 78% True False 101,162
80 1,008.4 889.0 119.4 12.2% 11.8 1.2% 78% True False 75,882
100 1,008.4 868.0 140.4 14.3% 9.5 1.0% 82% True False 60,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,148.8
2.618 1,094.8
1.618 1,061.8
1.000 1,041.5
0.618 1,028.8
HIGH 1,008.5
0.618 995.8
0.500 992.0
0.382 988.0
LOW 975.5
0.618 955.0
1.000 942.5
1.618 922.0
2.618 889.0
4.250 835.3
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 992.0 992.0
PP 988.8 988.8
S1 985.8 985.8

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.