ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 987.0 984.7 -2.3 -0.2% 970.7
High 990.0 995.3 5.3 0.5% 995.3
Low 981.5 984.3 2.8 0.3% 968.0
Close 984.1 994.0 9.9 1.0% 994.0
Range 8.5 11.0 2.5 29.4% 27.3
ATR 13.0 12.9 -0.1 -1.0% 0.0
Volume 89,243 85,654 -3,589 -4.0% 421,880
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,024.3 1,020.0 1,000.0
R3 1,013.3 1,009.0 997.0
R2 1,002.3 1,002.3 996.0
R1 998.0 998.0 995.0 1,000.3
PP 991.3 991.3 991.3 992.3
S1 987.0 987.0 993.0 989.3
S2 980.3 980.3 992.0
S3 969.3 976.0 991.0
S4 958.3 965.0 988.0
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1,067.8 1,058.3 1,009.0
R3 1,040.3 1,030.8 1,001.5
R2 1,013.0 1,013.0 999.0
R1 1,003.5 1,003.5 996.5 1,008.3
PP 985.8 985.8 985.8 988.3
S1 976.3 976.3 991.5 981.0
S2 958.5 958.5 989.0
S3 931.3 949.0 986.5
S4 903.8 921.8 979.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 995.3 968.0 27.3 2.7% 10.5 1.1% 95% True False 84,376
10 995.3 950.7 44.6 4.5% 9.5 1.0% 97% True False 83,449
20 995.3 894.9 100.4 10.1% 13.0 1.3% 99% True False 95,477
40 995.3 894.2 101.1 10.2% 14.3 1.4% 99% True False 107,595
60 995.3 889.0 106.3 10.7% 13.0 1.3% 99% True False 95,741
80 995.3 889.0 106.3 10.7% 11.0 1.1% 99% True False 71,810
100 995.3 820.7 174.6 17.6% 9.0 0.9% 99% True False 57,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,042.0
2.618 1,024.0
1.618 1,013.0
1.000 1,006.3
0.618 1,002.0
HIGH 995.3
0.618 991.0
0.500 989.8
0.382 988.5
LOW 984.3
0.618 977.5
1.000 973.3
1.618 966.5
2.618 955.5
4.250 937.5
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 992.5 992.0
PP 991.3 990.0
S1 989.8 988.3

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

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