ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 985.4 979.0 -6.4 -0.6% 954.0
High 985.4 984.4 -1.0 -0.1% 967.1
Low 980.0 979.0 -1.0 -0.1% 954.0
Close 982.4 980.4 -2.0 -0.2% 969.5
Range 5.4 5.4 0.0 0.0% 13.1
ATR 8.1 7.9 -0.2 -2.4% 0.0
Volume 3 3 0 0.0% 1,485
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 997.5 994.3 983.3
R3 992.0 989.0 982.0
R2 986.8 986.8 981.5
R1 983.5 983.5 981.0 985.0
PP 981.3 981.3 981.3 982.0
S1 978.3 978.3 980.0 979.8
S2 975.8 975.8 979.5
S3 970.5 972.8 979.0
S4 965.0 967.3 977.5
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,002.8 999.3 976.8
R3 989.8 986.3 973.0
R2 976.8 976.8 972.0
R1 973.0 973.0 970.8 974.8
PP 963.5 963.5 963.5 964.5
S1 960.0 960.0 968.3 961.8
S2 950.5 950.5 967.0
S3 937.3 946.8 966.0
S4 924.3 933.8 962.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.4 964.4 21.0 2.1% 2.8 0.3% 76% False False 100
10 985.4 953.2 32.2 3.3% 1.8 0.2% 84% False False 150
20 985.4 903.4 82.0 8.4% 1.8 0.2% 94% False False 77
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 1,007.3
2.618 998.5
1.618 993.3
1.000 989.8
0.618 987.8
HIGH 984.5
0.618 982.3
0.500 981.8
0.382 981.0
LOW 979.0
0.618 975.8
1.000 973.5
1.618 970.3
2.618 964.8
4.250 956.0
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 981.8 981.8
PP 981.3 981.3
S1 980.8 980.8

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

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