ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 954.0 960.1 6.1 0.6% 935.9
High 954.0 960.1 6.1 0.6% 953.2
Low 954.0 960.1 6.1 0.6% 915.8
Close 954.0 961.0 7.0 0.7% 947.4
Range
ATR 10.1 9.8 -0.3 -2.8% 0.0
Volume 0 3 3 24
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 960.5 960.8 961.0
R3 960.5 960.8 961.0
R2 960.5 960.5 961.0
R1 960.8 960.8 961.0 960.5
PP 960.5 960.5 960.5 960.3
S1 960.8 960.8 961.0 960.5
S2 960.5 960.5 961.0
S3 960.5 960.8 961.0
S4 960.5 960.8 961.0
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
5 960.1 915.8 44.3 4.6% 2.8 0.3% 102% True False 5
10 960.1 915.8 44.3 4.6% 1.5 0.1% 102% True False 4
20 960.1 893.4 66.7 6.9% 0.8 0.1% 101% True False 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 960.0
2.618 960.0
1.618 960.0
1.000 960.0
0.618 960.0
HIGH 960.0
0.618 960.0
0.500 960.0
0.382 960.0
LOW 960.0
0.618 960.0
1.000 960.0
1.618 960.0
2.618 960.0
4.250 960.0
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 960.8 959.5
PP 960.5 958.0
S1 960.0 956.8

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

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