ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 18-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 18-Feb-2013 Change Change % Previous Week
Open 920.7 918.7 -2.0 -0.2% 905.0
High 920.7 918.7 -2.0 -0.2% 920.7
Low 917.4 918.7 1.3 0.1% 905.0
Close 918.7 918.7 0.0 0.0% 918.7
Range 3.3 0.0 -3.3 -100.0% 15.7
ATR 5.5 5.1 -0.4 -7.1% 0.0
Volume 23 7 -16 -69.6% 89
Daily Pivots for day following 18-Feb-2013
Classic Woodie Camarilla DeMark
R4 918.8 918.8 918.8
R3 918.8 918.8 918.8
R2 918.8 918.8 918.8
R1 918.8 918.8 918.8 918.8
PP 918.8 918.8 918.8 918.8
S1 918.8 918.8 918.8 918.8
S2 918.8 918.8 918.8
S3 918.8 918.8 918.8
S4 918.8 918.8 918.8
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
5 920.7 906.5 14.2 1.5% 3.5 0.4% 86% False False 14
10 920.7 896.9 23.8 2.6% 3.5 0.4% 92% False False 19
20 920.7 890.1 30.6 3.3% 3.0 0.3% 93% False False 13
40 920.7 820.7 100.0 10.9% 1.8 0.2% 98% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 918.8
2.618 918.8
1.618 918.8
1.000 918.8
0.618 918.8
HIGH 918.8
0.618 918.8
0.500 918.8
0.382 918.8
LOW 918.8
0.618 918.8
1.000 918.8
1.618 918.8
2.618 918.8
4.250 918.8
Fisher Pivots for day following 18-Feb-2013
Pivot 1 day 3 day
R1 918.8 918.3
PP 918.8 917.5
S1 918.8 917.0

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

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