ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 944.0 945.4 1.4 0.1% 937.0
High 947.5 948.4 0.9 0.1% 951.0
Low 933.5 931.6 -1.9 -0.2% 933.3
Close 944.6 939.3 -5.3 -0.6% 948.5
Range 14.0 16.8 2.8 20.0% 17.7
ATR 9.0 9.6 0.6 6.2% 0.0
Volume 129,703 158,540 28,837 22.2% 605,061
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 990.3 981.5 948.5
R3 973.3 964.8 944.0
R2 956.5 956.5 942.5
R1 948.0 948.0 940.8 943.8
PP 939.8 939.8 939.8 937.8
S1 931.3 931.3 937.8 927.0
S2 923.0 923.0 936.3
S3 906.3 914.3 934.8
S4 889.3 897.5 930.0
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 997.3 990.8 958.3
R3 979.8 973.0 953.3
R2 962.0 962.0 951.8
R1 955.3 955.3 950.0 958.5
PP 944.3 944.3 944.3 946.0
S1 937.5 937.5 947.0 941.0
S2 926.5 926.5 945.3
S3 908.8 919.8 943.8
S4 891.3 902.3 938.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.0 931.6 19.4 2.1% 10.8 1.2% 40% False True 121,000
10 951.0 922.6 28.4 3.0% 9.0 0.9% 59% False False 120,943
20 951.0 889.0 62.0 6.6% 11.3 1.2% 81% False False 61,427
40 951.0 889.0 62.0 6.6% 7.3 0.8% 81% False False 30,720
60 951.0 820.7 130.3 13.9% 5.0 0.5% 91% False False 20,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,019.8
2.618 992.5
1.618 975.5
1.000 965.3
0.618 958.8
HIGH 948.5
0.618 942.0
0.500 940.0
0.382 938.0
LOW 931.5
0.618 921.3
1.000 914.8
1.618 904.5
2.618 887.5
4.250 860.3
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 940.0 941.3
PP 939.8 940.8
S1 939.5 940.0

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.