ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 836.9 842.1 5.2 0.6% 814.2
High 843.9 844.5 0.6 0.1% 843.9
Low 836.0 835.7 -0.3 0.0% 805.1
Close 842.9 837.3 -5.6 -0.7% 842.9
Range 7.9 8.8 0.9 11.4% 38.8
ATR 12.3 12.0 -0.2 -2.0% 0.0
Volume 80,874 68,342 -12,532 -15.5% 415,720
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 865.5 860.3 842.3
R3 856.8 851.5 839.8
R2 848.0 848.0 839.0
R1 842.8 842.8 838.0 841.0
PP 839.3 839.3 839.3 838.3
S1 833.8 833.8 836.5 832.0
S2 830.3 830.3 835.8
S3 821.5 825.0 835.0
S4 812.8 816.3 832.5
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
5 844.5 805.1 39.4 4.7% 12.5 1.5% 82% True False 96,812
10 844.5 802.9 41.6 5.0% 11.0 1.3% 83% True False 85,334
20 844.5 788.3 56.2 6.7% 11.5 1.4% 87% True False 85,643
40 844.5 759.2 85.3 10.2% 13.0 1.5% 92% True False 95,247
60 844.5 753.2 91.3 10.9% 13.8 1.6% 92% True False 104,363
80 844.5 722.1 122.4 14.6% 13.8 1.7% 94% True False 92,684
100 844.5 722.1 122.4 14.6% 12.0 1.4% 94% True False 74,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 882.0
2.618 867.5
1.618 858.8
1.000 853.3
0.618 850.0
HIGH 844.5
0.618 841.3
0.500 840.0
0.382 839.0
LOW 835.8
0.618 830.3
1.000 827.0
1.618 821.5
2.618 812.8
4.250 798.3
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 840.0 835.8
PP 839.3 834.3
S1 838.3 832.8

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

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