ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 854.5 851.5 -3.0 -0.4% 836.2
High 857.1 852.1 -5.0 -0.6% 865.4
Low 850.1 842.2 -7.9 -0.9% 829.6
Close 851.2 849.2 -2.0 -0.2% 861.5
Range 7.0 9.9 2.9 41.4% 35.8
ATR 9.2 9.3 0.0 0.5% 0.0
Volume 107,502 117,846 10,344 9.6% 349,144
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 877.5 873.3 854.8
R3 867.8 863.3 852.0
R2 857.8 857.8 851.0
R1 853.5 853.5 850.0 850.8
PP 847.8 847.8 847.8 846.5
S1 843.5 843.5 848.3 840.8
S2 838.0 838.0 847.5
S3 828.0 833.8 846.5
S4 818.3 823.8 843.8
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 959.5 946.3 881.3
R3 923.8 910.5 871.3
R2 888.0 888.0 868.0
R1 874.8 874.8 864.8 881.3
PP 852.3 852.3 852.3 855.5
S1 839.0 839.0 858.3 845.5
S2 816.3 816.3 855.0
S3 780.5 803.3 851.8
S4 744.8 767.3 841.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.4 842.2 23.2 2.7% 9.5 1.1% 30% False True 140,886
10 865.4 829.6 35.8 4.2% 9.8 1.2% 55% False False 88,485
20 865.4 798.0 67.4 7.9% 9.3 1.1% 76% False False 44,429
40 865.4 766.0 99.4 11.7% 5.8 0.7% 84% False False 22,231
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 1.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 894.3
2.618 878.0
1.618 868.0
1.000 862.0
0.618 858.3
HIGH 852.0
0.618 848.3
0.500 847.3
0.382 846.0
LOW 842.3
0.618 836.0
1.000 832.3
1.618 826.3
2.618 816.3
4.250 800.0
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 848.5 849.8
PP 847.8 849.5
S1 847.3 849.3

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

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