ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 1,016.5 1,025.7 9.2 0.9% 973.5
High 1,024.0 1,031.6 7.6 0.7% 1,004.3
Low 1,012.8 1,024.7 11.9 1.2% 970.6
Close 1,018.7 1,030.3 11.6 1.1% 1,003.1
Range 11.2 6.9 -4.3 -38.4% 33.7
ATR 14.7 14.6 -0.1 -0.9% 0.0
Volume 100,802 89,856 -10,946 -10.9% 414,311
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,049.5 1,046.8 1,034.0
R3 1,042.8 1,040.0 1,032.3
R2 1,035.8 1,035.8 1,031.5
R1 1,033.0 1,033.0 1,031.0 1,034.5
PP 1,028.8 1,028.8 1,028.8 1,029.5
S1 1,026.3 1,026.3 1,029.8 1,027.5
S2 1,022.0 1,022.0 1,029.0
S3 1,015.0 1,019.3 1,028.5
S4 1,008.3 1,012.3 1,026.5
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,093.8 1,082.3 1,021.8
R3 1,060.0 1,048.5 1,012.3
R2 1,026.3 1,026.3 1,009.3
R1 1,014.8 1,014.8 1,006.3 1,020.5
PP 992.8 992.8 992.8 995.5
S1 981.0 981.0 1,000.0 986.8
S2 959.0 959.0 997.0
S3 925.3 947.3 993.8
S4 891.5 913.8 984.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,031.6 988.3 43.3 4.2% 10.5 1.0% 97% True False 93,877
10 1,031.6 959.1 72.5 7.0% 14.0 1.3% 98% True False 103,786
20 1,031.6 938.0 93.6 9.1% 16.3 1.6% 99% True False 134,051
40 1,031.6 938.0 93.6 9.1% 13.8 1.3% 99% True False 68,317
60 1,031.6 893.4 138.2 13.4% 9.5 0.9% 99% True False 45,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,061.0
2.618 1,049.8
1.618 1,042.8
1.000 1,038.5
0.618 1,035.8
HIGH 1,031.5
0.618 1,029.0
0.500 1,028.3
0.382 1,027.3
LOW 1,024.8
0.618 1,020.5
1.000 1,017.8
1.618 1,013.5
2.618 1,006.8
4.250 995.5
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 1,029.5 1,026.5
PP 1,028.8 1,022.8
S1 1,028.3 1,019.0

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.