ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 811.0 818.7 7.7 0.9% 788.0
High 811.0 818.7 7.7 0.9% 813.6
Low 811.0 816.2 5.2 0.6% 788.0
Close 811.0 810.5 -0.5 -0.1% 812.4
Range 0.0 2.5 2.5 25.6
ATR 6.5 6.6 0.1 1.3% 0.0
Volume 35 564 529 1,511.4% 23
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 822.8 819.0 812.0
R3 820.3 816.5 811.3
R2 817.8 817.8 811.0
R1 814.0 814.0 810.8 814.5
PP 815.3 815.3 815.3 815.5
S1 811.5 811.5 810.3 812.0
S2 812.8 812.8 810.0
S3 810.3 809.0 809.8
S4 807.8 806.5 809.0
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 881.5 872.5 826.5
R3 855.8 847.0 819.5
R2 830.3 830.3 817.0
R1 821.3 821.3 814.8 825.8
PP 804.8 804.8 804.8 807.0
S1 795.8 795.8 810.0 800.3
S2 779.0 779.0 807.8
S3 753.5 770.3 805.3
S4 727.8 744.5 798.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.7 795.4 23.3 2.9% 2.0 0.3% 65% True False 120
10 818.7 788.0 30.7 3.8% 2.8 0.3% 73% True False 63
20 818.7 762.9 55.8 6.9% 2.3 0.3% 85% True False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 829.3
2.618 825.3
1.618 822.8
1.000 821.3
0.618 820.3
HIGH 818.8
0.618 817.8
0.500 817.5
0.382 817.3
LOW 816.3
0.618 814.8
1.000 813.8
1.618 812.3
2.618 809.8
4.250 805.5
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 817.5 814.5
PP 815.3 813.3
S1 812.8 811.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.