ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 969.4 979.6 10.2 1.1% 981.7
High 980.5 988.8 8.3 0.8% 996.1
Low 961.4 977.0 15.6 1.6% 961.4
Close 979.9 983.2 3.3 0.3% 983.2
Range 19.1 11.8 -7.3 -38.2% 34.7
ATR 15.9 15.6 -0.3 -1.8% 0.0
Volume 167,864 129,958 -37,906 -22.6% 769,907
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,018.5 1,012.5 989.8
R3 1,006.5 1,000.8 986.5
R2 994.8 994.8 985.3
R1 989.0 989.0 984.3 992.0
PP 983.0 983.0 983.0 984.5
S1 977.3 977.3 982.0 980.0
S2 971.3 971.3 981.0
S3 959.5 965.5 980.0
S4 947.5 953.5 976.8
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,084.3 1,068.5 1,002.3
R3 1,049.8 1,033.8 992.8
R2 1,015.0 1,015.0 989.5
R1 999.0 999.0 986.5 1,007.0
PP 980.3 980.3 980.3 984.3
S1 964.3 964.3 980.0 972.3
S2 945.5 945.5 976.8
S3 910.8 929.8 973.8
S4 876.3 895.0 964.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996.1 961.4 34.7 3.5% 18.0 1.8% 63% False False 153,981
10 1,005.6 961.4 44.2 4.5% 17.0 1.7% 49% False False 122,572
20 1,008.4 961.4 47.0 4.8% 15.0 1.5% 46% False False 109,655
40 1,008.4 894.2 114.2 11.6% 15.8 1.6% 78% False False 111,955
60 1,008.4 894.2 114.2 11.6% 14.8 1.5% 78% False False 111,293
80 1,008.4 889.0 119.4 12.1% 13.5 1.4% 79% False False 92,817
100 1,008.4 882.0 126.4 12.9% 11.3 1.1% 80% False False 74,256
120 1,008.4 820.7 187.7 19.1% 9.5 1.0% 87% False False 61,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,039.0
2.618 1,019.8
1.618 1,008.0
1.000 1,000.5
0.618 996.0
HIGH 988.8
0.618 984.3
0.500 983.0
0.382 981.5
LOW 977.0
0.618 969.8
1.000 965.3
1.618 958.0
2.618 946.0
4.250 926.8
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 983.0 980.5
PP 983.0 977.8
S1 983.0 975.0

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.