ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 760.0 765.0 5.0 0.7% 746.8
High 773.8 772.0 -1.8 -0.2% 763.8
Low 760.0 756.8 -3.2 -0.4% 742.5
Close 773.1 755.4 -17.7 -2.3% 760.9
Range 13.8 15.2 1.4 10.1% 21.3
ATR 9.0 9.5 0.5 5.8% 0.0
Volume 12 19 7 58.3% 100
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 807.0 796.5 763.8
R3 791.8 781.3 759.5
R2 776.5 776.5 758.3
R1 766.0 766.0 756.8 763.8
PP 761.5 761.5 761.5 760.3
S1 750.8 750.8 754.0 748.5
S2 746.3 746.3 752.5
S3 731.0 735.5 751.3
S4 715.8 720.5 747.0
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 819.8 811.5 772.5
R3 798.3 790.3 766.8
R2 777.0 777.0 764.8
R1 769.0 769.0 762.8 773.0
PP 755.8 755.8 755.8 757.8
S1 747.8 747.8 759.0 751.8
S2 734.5 734.5 757.0
S3 713.3 726.3 755.0
S4 691.8 705.0 749.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773.8 754.3 19.5 2.6% 8.5 1.1% 6% False False 12
10 773.8 740.0 33.8 4.5% 10.8 1.4% 46% False False 47
20 800.0 740.0 60.0 7.9% 7.0 0.9% 26% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 836.5
2.618 811.8
1.618 796.5
1.000 787.3
0.618 781.5
HIGH 772.0
0.618 766.3
0.500 764.5
0.382 762.5
LOW 756.8
0.618 747.5
1.000 741.5
1.618 732.3
2.618 717.0
4.250 692.3
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 764.5 765.3
PP 761.5 762.0
S1 758.5 758.8

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

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