ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 18-Apr-2013

Day Change Summary
	Previous	Current
	17-Apr-2013	18-Apr-2013	Change	Change %	Previous Week
Open	900.2	893.4	-6.8	-0.8%	920.0
High	900.2	893.4	-6.8	-0.8%	939.5
Low	900.2	893.4	-6.8	-0.8%	920.0
Close	900.2	893.4	-6.8	-0.8%	935.1
Range
ATR	9.0	8.9	-0.2	-1.8%	0.0
Volume	1	1	0	0.0%	48

Daily Pivots for day following 18-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	893.5	893.5	893.5
R3	893.5	893.5	893.5
R2	893.5	893.5	893.5
R1	893.5	893.5	893.5	893.5
PP	893.5	893.5	893.5	893.5
S1	893.5	893.5	893.5	893.5
S2	893.5	893.5	893.5
S3	893.5	893.5	893.5
S4	893.5	893.5	893.5

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	935.1	893.4	41.7	4.7%	0.0	0.0%	0%	False	True	1
10	939.5	893.4	46.1	5.2%	0.5	0.1%	0%	False	True	5

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	893.5
2.618	893.5
1.618	893.5
1.000	893.5
0.618	893.5
HIGH	893.5
0.618	893.5
0.500	893.5
0.382	893.5
LOW	893.5
0.618	893.5
1.000	893.5
1.618	893.5
2.618	893.5
4.250	893.5

Fisher Pivots for day following 18-Apr-2013
Pivot	1 day	3 day
R1	893.5	897.5
PP	893.5	896.0
S1	893.5	894.8

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