ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 648.2 649.5 1.3 0.2% 694.0
High 648.2 655.0 6.8 1.0% 704.2
Low 648.2 649.5 1.3 0.2% 638.1
Close 648.2 658.6 10.4 1.6% 645.2
Range 0.0 5.5 5.5 66.1
ATR
Volume 0 23 23 194
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 670.8 670.3 661.5
R3 665.3 664.8 660.0
R2 659.8 659.8 659.5
R1 659.3 659.3 659.0 659.5
PP 654.3 654.3 654.3 654.5
S1 653.8 653.8 658.0 654.0
S2 648.8 648.8 657.5
S3 643.3 648.3 657.0
S4 637.8 642.8 655.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 860.8 819.0 681.5
R3 794.8 753.0 663.5
R2 728.5 728.5 657.3
R1 687.0 687.0 651.3 674.8
PP 662.5 662.5 662.5 656.5
S1 620.8 620.8 639.3 608.5
S2 596.5 596.5 633.0
S3 530.3 554.8 627.0
S4 464.3 488.5 608.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.2 645.2 28.0 4.3% 1.0 0.2% 48% False False 33
10 709.7 638.1 71.6 10.9% 1.3 0.2% 29% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 678.5
2.618 669.5
1.618 664.0
1.000 660.5
0.618 658.5
HIGH 655.0
0.618 653.0
0.500 652.3
0.382 651.5
LOW 649.5
0.618 646.0
1.000 644.0
1.618 640.5
2.618 635.0
4.250 626.0
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 656.5 660.8
PP 654.3 660.0
S1 652.3 659.3

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

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