ICE Russell 2000 Mini Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 871.0 874.4 3.4 0.4% 870.2
High 871.0 874.4 3.4 0.4% 874.4
Low 871.0 874.4 3.4 0.4% 869.5
Close 875.9 874.4 -1.5 -0.2% 874.4
Range
ATR 6.1 5.8 -0.3 -5.4% 0.0
Volume 2 2 0 0.0% 11
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 874.5 874.5 874.5
R3 874.5 874.5 874.5
R2 874.5 874.5 874.5
R1 874.5 874.5 874.5 874.5
PP 874.5 874.5 874.5 874.5
S1 874.5 874.5 874.5 874.5
S2 874.5 874.5 874.5
S3 874.5 874.5 874.5
S4 874.5 874.5 874.5
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 887.5 885.8 877.0
R3 882.5 881.0 875.8
R2 877.8 877.8 875.3
R1 876.0 876.0 874.8 876.8
PP 872.8 872.8 872.8 873.3
S1 871.3 871.3 874.0 872.0
S2 867.8 867.8 873.5
S3 863.0 866.3 873.0
S4 858.0 861.3 871.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 874.4 869.5 4.9 0.6% 0.0 0.0% 100% True False 2
10 874.5 820.7 53.8 6.2% 0.5 0.1% 100% False False 6
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
4.250 874.5
2.618 874.5
1.618 874.5
1.000 874.5
0.618 874.5
HIGH 874.5
0.618 874.5
0.500 874.5
0.382 874.5
LOW 874.5
0.618 874.5
1.000 874.5
1.618 874.5
2.618 874.5
4.250 874.5
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 874.5 873.8
PP 874.5 873.0
S1 874.5 872.3

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

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