ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 920.0 926.0 6.0 0.7% 931.1
High 925.3 926.0 0.7 0.1% 931.1
Low 920.0 926.0 6.0 0.7% 912.3
Close 926.6 922.2 -4.4 -0.5% 915.7
Range 5.3 0.0 -5.3 -100.0% 18.8
ATR
Volume 21 25 4 19.0% 12
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 924.8 923.5 922.3
R3 924.8 923.5 922.3
R2 924.8 924.8 922.3
R1 923.5 923.5 922.3 924.0
PP 924.8 924.8 924.8 925.0
S1 923.5 923.5 922.3 924.0
S2 924.8 924.8 922.3
S3 924.8 923.5 922.3
S4 924.8 923.5 922.3
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
5 926.0 912.3 13.7 1.5% 2.8 0.3% 72% True False 10
10 944.9 912.3 32.6 3.5% 1.5 0.2% 30% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 926.0
2.618 926.0
1.618 926.0
1.000 926.0
0.618 926.0
HIGH 926.0
0.618 926.0
0.500 926.0
0.382 926.0
LOW 926.0
0.618 926.0
1.000 926.0
1.618 926.0
2.618 926.0
4.250 926.0
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 926.0 921.8
PP 924.8 921.3
S1 923.5 920.8

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

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