ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 893.9 908.0 14.1 1.6% 918.7
High 909.9 911.2 1.3 0.1% 929.9
Low 893.2 903.7 10.5 1.2% 897.1
Close 905.3 906.5 1.2 0.1% 911.5
Range 16.7 7.5 -9.2 -55.1% 32.8
ATR 8.9 8.8 -0.1 -1.1% 0.0
Volume 82 72 -10 -12.2% 84
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 929.8 925.5 910.5
R3 922.3 918.0 908.5
R2 914.8 914.8 908.0
R1 910.5 910.5 907.3 908.8
PP 907.3 907.3 907.3 906.3
S1 903.0 903.0 905.8 901.3
S2 899.8 899.8 905.0
S3 892.3 895.5 904.5
S4 884.8 888.0 902.5
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1,011.3 994.3 929.5
R3 978.5 961.3 920.5
R2 945.8 945.8 917.5
R1 928.5 928.5 914.5 920.8
PP 912.8 912.8 912.8 909.0
S1 895.8 895.8 908.5 888.0
S2 880.0 880.0 905.5
S3 847.3 863.0 902.5
S4 814.5 830.3 893.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 916.0 889.0 27.0 3.0% 13.0 1.4% 65% False False 139
10 929.9 889.0 40.9 4.5% 10.8 1.2% 43% False False 78
20 929.9 889.0 40.9 4.5% 7.5 0.8% 43% False False 48
40 929.9 868.0 61.9 6.8% 4.3 0.5% 62% False False 26
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 1.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 943.0
2.618 930.8
1.618 923.3
1.000 918.8
0.618 915.8
HIGH 911.3
0.618 908.3
0.500 907.5
0.382 906.5
LOW 903.8
0.618 899.0
1.000 896.3
1.618 891.5
2.618 884.0
4.250 871.8
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 907.5 904.3
PP 907.3 902.3
S1 906.8 900.0

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

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