ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 02-May-2012

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	808.2	806.0	-2.2	-0.3%	793.0
High	808.2	806.0	-2.2	-0.3%	820.0
Low	808.2	800.7	-7.5	-0.9%	793.0
Close	808.2	811.0	2.8	0.3%	820.0
Range	0.0	5.3	5.3		27.0
ATR
Volume	19	4	-15	-78.9%	16

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	821.8	821.8	814.0
R3	816.5	816.5	812.5
R2	811.3	811.3	812.0
R1	811.0	811.0	811.5	811.3
PP	806.0	806.0	806.0	806.0
S1	805.8	805.8	810.5	805.8
S2	800.5	800.5	810.0
S3	795.3	800.5	809.5
S4	790.0	795.3	808.0

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	892.0	883.0	834.8
R3	865.0	856.0	827.5
R2	838.0	838.0	825.0
R1	829.0	829.0	822.5	833.5
PP	811.0	811.0	811.0	813.3
S1	802.0	802.0	817.5	806.5
S2	784.0	784.0	815.0
S3	757.0	775.0	812.5
S4	730.0	748.0	805.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	825.1	800.7	24.4	3.0%	5.5	0.7%	42%	False	True	10
10	825.1	789.0	36.1	4.5%	4.8	0.6%	61%	False	False	8

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	0.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	828.5
2.618	820.0
1.618	814.5
1.000	811.3
0.618	809.3
HIGH	806.0
0.618	804.0
0.500	803.3
0.382	802.8
LOW	800.8
0.618	797.5
1.000	795.5
1.618	792.0
2.618	786.8
4.250	778.3

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	808.5	813.0
PP	806.0	812.3
S1	803.3	811.8

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