ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 915.7 920.0 4.3 0.5% 931.1
High 915.7 925.3 9.6 1.0% 931.1
Low 915.7 920.0 4.3 0.5% 912.3
Close 915.7 926.6 10.9 1.2% 915.7
Range 0.0 5.3 5.3 18.8
ATR
Volume 1 21 20 2,000.0% 12
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 939.8 938.5 929.5
R3 934.5 933.3 928.0
R2 929.3 929.3 927.5
R1 928.0 928.0 927.0 928.5
PP 924.0 924.0 924.0 924.3
S1 922.8 922.8 926.0 923.3
S2 918.8 918.8 925.8
S3 913.3 917.3 925.3
S4 908.0 912.0 923.8
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 976.0 964.8 926.0
R3 957.3 946.0 920.8
R2 938.5 938.5 919.3
R1 927.0 927.0 917.5 923.5
PP 919.8 919.8 919.8 917.8
S1 908.3 908.3 914.0 904.5
S2 901.0 901.0 912.3
S3 882.0 889.5 910.5
S4 863.3 870.8 905.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.1 912.3 15.8 1.7% 2.8 0.3% 91% False False 6
10 944.9 912.3 32.6 3.5% 1.5 0.2% 44% False False 4
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 0.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 947.8
2.618 939.3
1.618 934.0
1.000 930.5
0.618 928.5
HIGH 925.3
0.618 923.3
0.500 922.8
0.382 922.0
LOW 920.0
0.618 916.8
1.000 914.8
1.618 911.5
2.618 906.0
4.250 897.5
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 925.3 924.5
PP 924.0 922.5
S1 922.8 920.5

These figures are updated between 7pm and 10pm EST after a trading day.

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