ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 916.6 920.7 4.1 0.4% 905.0
High 917.7 920.7 3.0 0.3% 920.7
Low 913.3 917.4 4.1 0.4% 905.0
Close 917.7 918.7 1.0 0.1% 918.7
Range 4.4 3.3 -1.1 -25.0% 15.7
ATR 5.7 5.5 -0.2 -3.0% 0.0
Volume 23 23 0 0.0% 89
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 928.8 927.0 920.5
R3 925.5 923.8 919.5
R2 922.3 922.3 919.3
R1 920.5 920.5 919.0 919.8
PP 919.0 919.0 919.0 918.5
S1 917.3 917.3 918.5 916.5
S2 915.8 915.8 918.0
S3 912.3 913.8 917.8
S4 909.0 910.5 917.0
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 962.0 956.0 927.3
R3 946.3 940.3 923.0
R2 930.5 930.5 921.5
R1 924.5 924.5 920.3 927.5
PP 914.8 914.8 914.8 916.3
S1 909.0 909.0 917.3 911.8
S2 899.0 899.0 915.8
S3 883.5 893.3 914.5
S4 867.8 877.5 910.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 920.7 905.0 15.7 1.7% 3.5 0.4% 87% True False 17
10 920.7 893.3 27.4 3.0% 4.0 0.4% 93% True False 19
20 920.7 888.0 32.7 3.6% 3.0 0.3% 94% True False 13
40 920.7 820.7 100.0 10.9% 1.8 0.2% 98% True False 9
Crabel Price Patterns
NR True
NR4 True
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 0.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 934.8
2.618 929.3
1.618 926.0
1.000 924.0
0.618 922.8
HIGH 920.8
0.618 919.5
0.500 919.0
0.382 918.8
LOW 917.5
0.618 915.3
1.000 914.0
1.618 912.0
2.618 908.8
4.250 903.5
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 919.0 918.0
PP 919.0 917.0
S1 918.8 916.3

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.