ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 821.1 836.9 15.8 1.9% 814.2
High 839.4 843.9 4.5 0.5% 843.9
Low 820.8 836.0 15.2 1.9% 805.1
Close 836.3 842.9 6.6 0.8% 842.9
Range 18.6 7.9 -10.7 -57.5% 38.8
ATR 12.6 12.3 -0.3 -2.7% 0.0
Volume 115,331 80,874 -34,457 -29.9% 415,720
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 864.8 861.8 847.3
R3 856.8 853.8 845.0
R2 848.8 848.8 844.3
R1 845.8 845.8 843.5 847.3
PP 841.0 841.0 841.0 841.8
S1 838.0 838.0 842.3 839.5
S2 833.0 833.0 841.5
S3 825.3 830.0 840.8
S4 817.3 822.3 838.5
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 947.0 933.8 864.3
R3 908.3 895.0 853.5
R2 869.5 869.5 850.0
R1 856.3 856.3 846.5 862.8
PP 830.8 830.8 830.8 834.0
S1 817.3 817.3 839.3 824.0
S2 791.8 791.8 835.8
S3 753.0 778.5 832.3
S4 714.3 739.8 821.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.9 802.9 41.0 4.9% 13.5 1.6% 98% True False 105,685
10 843.9 800.7 43.2 5.1% 11.0 1.3% 98% True False 86,441
20 843.9 788.3 55.6 6.6% 11.3 1.3% 98% True False 85,560
40 843.9 759.2 84.7 10.0% 13.0 1.5% 99% True False 95,928
60 843.9 745.1 98.8 11.7% 13.8 1.6% 99% True False 106,218
80 843.9 722.1 121.8 14.5% 14.0 1.7% 99% True False 91,832
100 843.9 722.1 121.8 14.5% 12.0 1.4% 99% True False 73,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 877.5
2.618 864.5
1.618 856.8
1.000 851.8
0.618 848.8
HIGH 844.0
0.618 841.0
0.500 840.0
0.382 839.0
LOW 836.0
0.618 831.0
1.000 828.0
1.618 823.3
2.618 815.3
4.250 802.5
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 842.0 838.8
PP 841.0 834.5
S1 840.0 830.3

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

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