ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 917.3 915.8 -1.5 -0.2% 909.0
High 917.3 930.0 12.7 1.4% 934.4
Low 917.3 915.8 -1.5 -0.2% 909.0
Close 917.3 932.5 15.2 1.7% 928.6
Range 0.0 14.2 14.2 25.4
ATR 9.2 9.5 0.4 3.9% 0.0
Volume 10 7 -3 -30.0% 21
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 968.8 964.8 940.3
R3 954.5 950.5 936.5
R2 940.3 940.3 935.0
R1 936.5 936.5 933.8 938.3
PP 926.0 926.0 926.0 927.0
S1 922.3 922.3 931.3 924.3
S2 912.0 912.0 930.0
S3 897.8 908.0 928.5
S4 883.5 893.8 924.8
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1,000.3 989.8 942.5
R3 974.8 964.5 935.5
R2 949.5 949.5 933.3
R1 939.0 939.0 931.0 944.3
PP 924.0 924.0 924.0 926.5
S1 913.5 913.5 926.3 918.8
S2 898.5 898.5 924.0
S3 873.3 888.3 921.5
S4 847.8 862.8 914.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 941.4 915.8 25.6 2.7% 2.8 0.3% 65% False True 4
10 941.4 903.4 38.0 4.1% 1.8 0.2% 77% False False 3
20 941.4 893.4 48.0 5.1% 1.0 0.1% 81% False False 4
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 0.0
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 990.3
2.618 967.3
1.618 953.0
1.000 944.3
0.618 938.8
HIGH 930.0
0.618 924.5
0.500 923.0
0.382 921.3
LOW 915.8
0.618 907.0
1.000 901.5
1.618 892.8
2.618 878.5
4.250 855.5
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 929.3 931.3
PP 926.0 930.0
S1 923.0 928.5

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

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