ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 895.8 901.9 6.1 0.7% 900.0
High 896.5 908.0 11.5 1.3% 908.0
Low 895.8 901.9 6.1 0.7% 891.1
Close 896.1 904.0 7.9 0.9% 904.0
Range 0.7 6.1 5.4 771.4% 16.9
ATR 5.2 5.7 0.5 9.1% 0.0
Volume 27 27 0 0.0% 65
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 923.0 919.5 907.3
R3 916.8 913.5 905.8
R2 910.8 910.8 905.0
R1 907.3 907.3 904.5 909.0
PP 904.8 904.8 904.8 905.5
S1 901.3 901.3 903.5 903.0
S2 898.5 898.5 903.0
S3 892.5 895.3 902.3
S4 886.3 889.0 900.8
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 951.8 944.8 913.3
R3 934.8 927.8 908.8
R2 918.0 918.0 907.0
R1 911.0 911.0 905.5 914.5
PP 901.0 901.0 901.0 902.8
S1 894.0 894.0 902.5 897.5
S2 884.3 884.3 901.0
S3 867.3 877.3 899.3
S4 850.3 860.3 894.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 908.0 891.1 16.9 1.9% 2.5 0.3% 76% True False 13
10 908.0 888.0 20.0 2.2% 2.0 0.2% 80% True False 8
20 908.0 868.0 40.0 4.4% 1.3 0.1% 90% 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 0.1
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 934.0
2.618 924.0
1.618 917.8
1.000 914.0
0.618 911.8
HIGH 908.0
0.618 905.8
0.500 905.0
0.382 904.3
LOW 902.0
0.618 898.3
1.000 895.8
1.618 892.0
2.618 886.0
4.250 876.0
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 905.0 902.5
PP 904.8 901.0
S1 904.3 899.5

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

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