ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1,109.1 1,113.9 4.8 0.4% 1,098.6
High 1,115.2 1,119.6 4.4 0.4% 1,115.2
Low 1,106.7 1,102.7 -4.0 -0.4% 1,090.7
Close 1,114.3 1,105.9 -8.4 -0.8% 1,114.3
Range 8.5 16.9 8.4 98.8% 24.5
ATR 14.7 14.8 0.2 1.1% 0.0
Volume 71,501 96,870 25,369 35.5% 414,210
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,160.0 1,150.0 1,115.3
R3 1,143.3 1,133.0 1,110.5
R2 1,126.3 1,126.3 1,109.0
R1 1,116.0 1,116.0 1,107.5 1,112.8
PP 1,109.5 1,109.5 1,109.5 1,107.8
S1 1,099.3 1,099.3 1,104.3 1,095.8
S2 1,092.5 1,092.5 1,102.8
S3 1,075.5 1,082.3 1,101.3
S4 1,058.8 1,065.5 1,096.5
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,180.3 1,171.8 1,127.8
R3 1,155.8 1,147.3 1,121.0
R2 1,131.3 1,131.3 1,118.8
R1 1,122.8 1,122.8 1,116.5 1,127.0
PP 1,106.8 1,106.8 1,106.8 1,108.8
S1 1,098.3 1,098.3 1,112.0 1,102.5
S2 1,082.3 1,082.3 1,109.8
S3 1,057.8 1,073.8 1,107.5
S4 1,033.3 1,049.3 1,100.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,119.6 1,090.7 28.9 2.6% 13.5 1.2% 53% True False 89,613
10 1,119.6 1,074.6 45.0 4.1% 15.8 1.4% 70% True False 97,502
20 1,123.0 1,074.6 48.4 4.4% 14.5 1.3% 65% False False 98,691
40 1,123.0 1,034.7 88.3 8.0% 14.8 1.3% 81% False False 102,315
60 1,123.0 1,003.2 119.8 10.8% 13.8 1.2% 86% False False 85,500
80 1,123.0 1,003.2 119.8 10.8% 11.0 1.0% 86% False False 64,125
100 1,123.0 982.6 140.4 12.7% 9.0 0.8% 88% False False 51,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,191.5
2.618 1,163.8
1.618 1,147.0
1.000 1,136.5
0.618 1,130.0
HIGH 1,119.5
0.618 1,113.3
0.500 1,111.3
0.382 1,109.3
LOW 1,102.8
0.618 1,092.3
1.000 1,085.8
1.618 1,075.3
2.618 1,058.5
4.250 1,031.0
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1,111.3 1,111.0
PP 1,109.5 1,109.3
S1 1,107.8 1,107.5

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.