ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 763.8 748.1 -15.7 -2.1% 784.2
High 763.8 761.7 -2.1 -0.3% 784.2
Low 758.0 743.6 -14.4 -1.9% 740.0
Close 753.4 759.5 6.1 0.8% 740.2
Range 5.8 18.1 12.3 212.1% 44.2
ATR 8.8 9.5 0.7 7.5% 0.0
Volume 3 63 60 2,000.0% 450
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 809.3 802.5 769.5
R3 791.3 784.3 764.5
R2 773.0 773.0 762.8
R1 766.3 766.3 761.3 769.8
PP 755.0 755.0 755.0 756.5
S1 748.3 748.3 757.8 751.5
S2 736.8 736.8 756.3
S3 718.8 730.0 754.5
S4 700.8 712.0 749.5
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 887.5 858.0 764.5
R3 843.3 813.8 752.3
R2 799.0 799.0 748.3
R1 769.5 769.5 744.3 762.3
PP 754.8 754.8 754.8 751.0
S1 725.5 725.5 736.3 718.0
S2 710.5 710.5 732.0
S3 666.5 681.3 728.0
S4 622.3 637.0 716.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 772.7 740.0 32.7 4.3% 13.3 1.7% 60% False False 81
10 788.4 740.0 48.4 6.4% 8.8 1.1% 40% False False 53
20 825.1 740.0 85.1 11.2% 6.3 0.8% 23% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 838.5
2.618 809.0
1.618 791.0
1.000 779.8
0.618 773.0
HIGH 761.8
0.618 754.8
0.500 752.8
0.382 750.5
LOW 743.5
0.618 732.5
1.000 725.5
1.618 714.3
2.618 696.3
4.250 666.8
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 757.3 757.5
PP 755.0 755.3
S1 752.8 753.3

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

View Archives - Comment on this page... - Back to Index of Symbols