ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 953.2 954.0 0.8 0.1% 935.9
High 953.2 954.0 0.8 0.1% 953.2
Low 953.2 954.0 0.8 0.1% 915.8
Close 947.4 954.0 6.6 0.7% 947.4
Range
ATR 10.3 10.1 -0.3 -2.6% 0.0
Volume 7 0 -7 -100.0% 24
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 954.0 954.0 954.0
R3 954.0 954.0 954.0
R2 954.0 954.0 954.0
R1 954.0 954.0 954.0 954.0
PP 954.0 954.0 954.0 954.0
S1 954.0 954.0 954.0 954.0
S2 954.0 954.0 954.0
S3 954.0 954.0 954.0
S4 954.0 954.0 954.0
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1,051.0 1,036.5 968.0
R3 1,013.5 999.3 957.8
R2 976.3 976.3 954.3
R1 961.8 961.8 950.8 969.0
PP 938.8 938.8 938.8 942.5
S1 924.5 924.5 944.0 931.5
S2 901.5 901.5 940.5
S3 864.0 887.0 937.0
S4 826.5 849.5 926.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 954.0 915.8 38.2 4.0% 2.8 0.3% 100% True False 4
10 954.0 915.8 38.2 4.0% 1.8 0.2% 100% True False 4
20 954.0 893.4 60.6 6.4% 0.8 0.1% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 954.0
2.618 954.0
1.618 954.0
1.000 954.0
0.618 954.0
HIGH 954.0
0.618 954.0
0.500 954.0
0.382 954.0
LOW 954.0
0.618 954.0
1.000 954.0
1.618 954.0
2.618 954.0
4.250 954.0
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 954.0 947.8
PP 954.0 941.3
S1 954.0 935.0

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

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