ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 836.6 839.2 2.6 0.3% 814.2
High 845.6 847.1 1.5 0.2% 843.9
Low 834.3 838.9 4.6 0.6% 805.1
Close 839.5 846.5 7.0 0.8% 842.9
Range 11.3 8.2 -3.1 -27.4% 38.8
ATR 12.0 11.7 -0.3 -2.3% 0.0
Volume 77,142 116,157 39,015 50.6% 415,720
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 868.8 865.8 851.0
R3 860.5 857.8 848.8
R2 852.3 852.3 848.0
R1 849.5 849.5 847.3 851.0
PP 844.3 844.3 844.3 845.0
S1 841.3 841.3 845.8 842.8
S2 836.0 836.0 845.0
S3 827.8 833.0 844.3
S4 819.5 824.8 842.0
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
5 847.1 820.8 26.3 3.1% 11.0 1.3% 98% True False 91,569
10 847.1 802.9 44.2 5.2% 11.3 1.3% 99% True False 90,428
20 847.1 791.3 55.8 6.6% 11.3 1.3% 99% True False 87,852
40 847.1 759.2 87.9 10.4% 12.8 1.5% 99% True False 94,937
60 847.1 753.2 93.9 11.1% 13.5 1.6% 99% True False 103,308
80 847.1 722.1 125.0 14.8% 13.8 1.6% 100% True False 95,098
100 847.1 722.1 125.0 14.8% 12.3 1.4% 100% True False 76,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 882.0
2.618 868.5
1.618 860.3
1.000 855.3
0.618 852.3
HIGH 847.0
0.618 844.0
0.500 843.0
0.382 842.0
LOW 839.0
0.618 833.8
1.000 830.8
1.618 825.8
2.618 817.5
4.250 804.0
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 845.3 844.5
PP 844.3 842.8
S1 843.0 840.8

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

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