ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
21-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 888.0 890.1 2.1 0.2% 875.0
High 888.0 894.8 6.8 0.8% 887.0
Low 888.0 890.1 2.1 0.2% 868.0
Close 887.0 894.3 7.3 0.8% 887.0
Range 0.0 4.7 4.7 19.0
ATR 5.1 5.2 0.2 3.9% 0.0
Volume 1 3 2 200.0% 20
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 907.3 905.5 897.0
R3 902.5 900.8 895.5
R2 897.8 897.8 895.3
R1 896.0 896.0 894.8 897.0
PP 893.0 893.0 893.0 893.5
S1 891.3 891.3 893.8 892.3
S2 888.3 888.3 893.5
S3 883.8 886.8 893.0
S4 879.0 882.0 891.8
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 937.8 931.3 897.5
R3 918.8 912.3 892.3
R2 899.8 899.8 890.5
R1 893.3 893.3 888.8 896.5
PP 880.8 880.8 880.8 882.3
S1 874.3 874.3 885.3 877.5
S2 861.8 861.8 883.5
S3 842.8 855.3 881.8
S4 823.8 836.3 876.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 894.8 875.7 19.1 2.1% 1.5 0.2% 97% True False 3
10 894.8 868.0 26.8 3.0% 0.8 0.1% 98% True False 2
20 894.8 820.7 74.1 8.3% 0.8 0.1% 99% True False 5
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 12 trading days
Fibonacci Retracements and Extensions
4.250 914.8
2.618 907.0
1.618 902.5
1.000 899.5
0.618 897.8
HIGH 894.8
0.618 893.0
0.500 892.5
0.382 892.0
LOW 890.0
0.618 887.3
1.000 885.5
1.618 882.5
2.618 877.8
4.250 870.0
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 893.8 893.3
PP 893.0 892.0
S1 892.5 891.0

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

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