ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 860.0 859.0 -1.0 -0.1% 842.1
High 863.0 861.0 -2.0 -0.2% 869.6
Low 854.0 854.5 0.5 0.1% 834.3
Close 858.2 855.4 -2.8 -0.3% 865.7
Range 9.0 6.5 -2.5 -27.8% 35.3
ATR 12.0 11.6 -0.4 -3.3% 0.0
Volume 73,061 42,321 -30,740 -42.1% 543,520
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 876.5 872.5 859.0
R3 870.0 866.0 857.3
R2 863.5 863.5 856.5
R1 859.5 859.5 856.0 858.3
PP 857.0 857.0 857.0 856.3
S1 853.0 853.0 854.8 851.8
S2 850.5 850.5 854.3
S3 844.0 846.5 853.5
S4 837.5 840.0 851.8
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 962.5 949.3 885.0
R3 927.3 914.0 875.5
R2 891.8 891.8 872.3
R1 878.8 878.8 869.0 885.3
PP 856.5 856.5 856.5 859.8
S1 843.5 843.5 862.5 850.0
S2 821.3 821.3 859.3
S3 786.0 808.3 856.0
S4 750.8 772.8 846.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.6 842.0 27.6 3.2% 11.5 1.4% 49% False False 103,864
10 869.6 820.8 48.8 5.7% 11.3 1.3% 71% False False 97,716
20 869.6 800.7 68.9 8.1% 11.0 1.3% 79% False False 92,018
40 869.6 759.2 110.4 12.9% 12.5 1.5% 87% False False 93,189
60 869.6 753.2 116.4 13.6% 13.0 1.5% 88% False False 100,677
80 869.6 722.1 147.5 17.2% 14.0 1.6% 90% False False 101,588
100 869.6 722.1 147.5 17.2% 12.5 1.5% 90% False False 81,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 888.5
2.618 878.0
1.618 871.5
1.000 867.5
0.618 865.0
HIGH 861.0
0.618 858.5
0.500 857.8
0.382 857.0
LOW 854.5
0.618 850.5
1.000 848.0
1.618 844.0
2.618 837.5
4.250 827.0
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 857.8 859.8
PP 857.0 858.3
S1 856.3 856.8

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

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