ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 787.9 785.0 -2.9 -0.4% 787.0
High 788.4 786.1 -2.3 -0.3% 789.3
Low 786.4 783.9 -2.5 -0.3% 776.1
Close 787.6 784.2 -3.4 -0.4% 784.2
Range 2.0 2.2 0.2 10.0% 13.2
ATR 8.3 8.0 -0.3 -4.0% 0.0
Volume 4 4 0 0.0% 14
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 791.3 790.0 785.5
R3 789.3 787.8 784.8
R2 787.0 787.0 784.5
R1 785.5 785.5 784.5 785.3
PP 784.8 784.8 784.8 784.5
S1 783.3 783.3 784.0 783.0
S2 782.5 782.5 783.8
S3 780.3 781.3 783.5
S4 778.3 779.0 783.0
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 822.8 816.8 791.5
R3 809.5 803.5 787.8
R2 796.5 796.5 786.5
R1 790.3 790.3 785.5 786.8
PP 783.3 783.3 783.3 781.5
S1 777.0 777.0 783.0 773.5
S2 770.0 770.0 781.8
S3 756.8 764.0 780.5
S4 743.5 750.8 777.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 789.3 776.1 13.2 1.7% 3.3 0.4% 61% False False 2
10 825.1 776.1 49.0 6.2% 3.3 0.4% 17% False False 5
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 0.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 795.5
2.618 791.8
1.618 789.8
1.000 788.3
0.618 787.5
HIGH 786.0
0.618 785.3
0.500 785.0
0.382 784.8
LOW 784.0
0.618 782.5
1.000 781.8
1.618 780.3
2.618 778.3
4.250 774.5
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 785.0 783.5
PP 784.8 783.0
S1 784.5 782.3

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

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