ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 12-Apr-2013

Day Change Summary
	Previous	Current
	11-Apr-2013	12-Apr-2013	Change	Change %	Previous Week
Open	938.3	935.1	-3.2	-0.3%	920.0
High	938.3	935.1	-3.2	-0.3%	939.5
Low	938.3	935.1	-3.2	-0.3%	920.0
Close	941.4	935.1	-6.3	-0.7%	935.1
Range
ATR	6.2	6.2	0.0	0.1%	0.0
Volume	1	1	0	0.0%	48

Daily Pivots for day following 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	935.0	935.0	935.0
R3	935.0	935.0	935.0
R2	935.0	935.0	935.0
R1	935.0	935.0	935.0	935.0
PP	935.0	935.0	935.0	935.0
S1	935.0	935.0	935.0	935.0
S2	935.0	935.0	935.0
S3	935.0	935.0	935.0
S4	935.0	935.0	935.0

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	990.0	982.0	945.8
R3	970.5	962.5	940.5
R2	951.0	951.0	938.8
R1	943.0	943.0	937.0	947.0
PP	931.5	931.5	931.5	933.5
S1	923.5	923.5	933.3	927.5
S2	912.0	912.0	931.5
S3	892.5	904.0	929.8
S4	873.0	884.5	924.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	939.5	920.0	19.5	2.1%	1.0	0.1%	77%	False	False	9
10	939.5	912.3	27.2	2.9%	1.5	0.2%	84%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
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	0.0

Fibonacci Retracements and Extensions
4.250	935.0
2.618	935.0
1.618	935.0
1.000	935.0
0.618	935.0
HIGH	935.0
0.618	935.0
0.500	935.0
0.382	935.0
LOW	935.0
0.618	935.0
1.000	935.0
1.618	935.0
2.618	935.0
4.250	935.0

Fisher Pivots for day following 12-Apr-2013
Pivot	1 day	3 day
R1	935.0	937.3
PP	935.0	936.5
S1	935.0	935.8

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