ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 990.0 986.9 -3.1 -0.3% 988.5
High 1,001.5 986.9 -14.6 -1.5% 1,001.6
Low 988.0 979.0 -9.0 -0.9% 965.0
Close 990.0 983.9 -6.1 -0.6% 981.1
Range 13.5 7.9 -5.6 -41.5% 36.6
ATR 9.3 9.4 0.1 1.3% 0.0
Volume 60 167 107 178.3% 318
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 1,007.0 1,003.3 988.3
R3 999.0 995.5 986.0
R2 991.3 991.3 985.3
R1 987.5 987.5 984.5 985.5
PP 983.3 983.3 983.3 982.3
S1 979.8 979.8 983.3 977.5
S2 975.3 975.3 982.5
S3 967.5 971.8 981.8
S4 959.5 963.8 979.5
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1,092.3 1,073.3 1,001.3
R3 1,055.8 1,036.8 991.3
R2 1,019.3 1,019.3 987.8
R1 1,000.3 1,000.3 984.5 991.3
PP 982.5 982.5 982.5 978.3
S1 963.5 963.5 977.8 954.8
S2 946.0 946.0 974.5
S3 909.3 927.0 971.0
S4 872.8 890.3 961.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.5 965.0 36.5 3.7% 9.3 0.9% 52% False False 96
10 1,001.6 965.0 36.6 3.7% 8.3 0.8% 52% False False 63
20 1,001.6 915.8 85.8 8.7% 5.5 0.6% 79% False False 107
40 1,001.6 893.4 108.2 11.0% 3.0 0.3% 84% False False 55
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 False
Stretch 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,020.5
2.618 1,007.5
1.618 999.8
1.000 994.8
0.618 991.8
HIGH 987.0
0.618 984.0
0.500 983.0
0.382 982.0
LOW 979.0
0.618 974.0
1.000 971.0
1.618 966.3
2.618 958.3
4.250 945.5
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 983.5 990.3
PP 983.3 988.3
S1 983.0 986.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.