ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
04-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 986.2 993.8 7.6 0.8% 981.6
High 986.2 993.8 7.6 0.8% 993.8
Low 986.2 993.6 7.4 0.8% 981.6
Close 986.2 999.5 13.3 1.3% 999.5
Range 0.0 0.2 0.2 12.2
ATR
Volume 15 15 0 0.0% 77
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 996.3 998.0 999.5
R3 996.0 997.8 999.5
R2 995.8 995.8 999.5
R1 997.8 997.8 999.5 996.8
PP 995.8 995.8 995.8 995.3
S1 997.5 997.5 999.5 996.5
S2 995.5 995.5 999.5
S3 995.3 997.3 999.5
S4 995.0 997.0 999.5
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,028.3 1,026.0 1,006.3
R3 1,016.0 1,013.8 1,002.8
R2 1,003.8 1,003.8 1,001.8
R1 1,001.8 1,001.8 1,000.5 1,002.8
PP 991.8 991.8 991.8 992.3
S1 989.5 989.5 998.5 990.5
S2 979.5 979.5 997.3
S3 967.3 977.3 996.3
S4 955.0 965.0 992.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.8 981.6 12.2 1.2% 0.0 0.0% 147% True False 15
10 993.8 943.6 50.2 5.0% 0.0 0.0% 111% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 994.8
2.618 994.3
1.618 994.0
1.000 994.0
0.618 994.0
HIGH 993.8
0.618 993.8
0.500 993.8
0.382 993.8
LOW 993.5
0.618 993.5
1.000 993.5
1.618 993.3
2.618 993.0
4.250 992.8
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 997.5 996.3
PP 995.8 993.3
S1 993.8 990.0

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

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