ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 742.3 737.9 -4.4 -0.6% 752.0
High 742.3 746.8 4.5 0.6% 754.9
Low 742.3 737.9 -4.4 -0.6% 740.6
Close 744.4 747.0 2.6 0.3% 744.4
Range 0.0 8.9 8.9 14.3
ATR
Volume 21 13 -8 -38.1% 113
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 770.5 767.8 752.0
R3 761.8 758.8 749.5
R2 752.8 752.8 748.8
R1 750.0 750.0 747.8 751.3
PP 744.0 744.0 744.0 744.5
S1 741.0 741.0 746.3 742.5
S2 735.0 735.0 745.3
S3 726.0 732.0 744.5
S4 717.3 723.3 742.0
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 789.5 781.3 752.3
R3 775.3 767.0 748.3
R2 761.0 761.0 747.0
R1 752.8 752.8 745.8 749.8
PP 746.8 746.8 746.8 745.0
S1 738.3 738.3 743.0 735.3
S2 732.3 732.3 741.8
S3 718.0 724.0 740.5
S4 703.8 709.8 736.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 754.9 737.9 17.0 2.3% 2.8 0.4% 54% False True 25
10 754.9 734.0 20.9 2.8% 1.5 0.2% 62% False False 15
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 0.0
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 784.5
2.618 770.0
1.618 761.3
1.000 755.8
0.618 752.3
HIGH 746.8
0.618 743.5
0.500 742.3
0.382 741.3
LOW 738.0
0.618 732.5
1.000 729.0
1.618 723.5
2.618 714.5
4.250 700.0
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 745.5 745.5
PP 744.0 744.0
S1 742.3 742.3

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

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