ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	851.5	850.5	-1.0	-0.1%	861.5
High	852.1	857.1	5.0	0.6%	861.5
Low	842.2	850.5	8.3	1.0%	842.2
Close	849.2	851.8	2.6	0.3%	851.8
Range	9.9	6.6	-3.3	-33.3%	19.3
ATR	9.3	9.2	-0.1	-1.1%	0.0
Volume	117,846	114,593	-3,253	-2.8%	650,222

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	873.0	869.0	855.5
R3	866.3	862.3	853.5
R2	859.8	859.8	853.0
R1	855.8	855.8	852.5	857.8
PP	853.3	853.3	853.3	854.0
S1	849.3	849.3	851.3	851.3
S2	846.5	846.5	850.5
S3	840.0	842.5	850.0
S4	833.3	836.0	848.3

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	909.8	900.0	862.5
R3	890.5	880.8	857.0
R2	871.3	871.3	855.3
R1	861.5	861.5	853.5	856.8
PP	851.8	851.8	851.8	849.5
S1	842.3	842.3	850.0	837.3
S2	832.5	832.5	848.3
S3	813.3	822.8	846.5
S4	794.0	803.5	841.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	861.5	842.2	19.3	2.3%	8.3	1.0%	50%	False	False	130,044
10	865.4	829.6	35.8	4.2%	10.0	1.2%	62%	False	False	99,936
20	865.4	799.2	66.2	7.8%	9.0	1.1%	79%	False	False	50,158
40	865.4	766.0	99.4	11.7%	6.0	0.7%	86%	False	False	25,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	1.5
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	885.3
2.618	874.5
1.618	867.8
1.000	863.8
0.618	861.3
HIGH	857.0
0.618	854.5
0.500	853.8
0.382	853.0
LOW	850.5
0.618	846.5
1.000	844.0
1.618	839.8
2.618	833.3
4.250	822.5

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	853.8	851.0
PP	853.3	850.3
S1	852.5	849.8

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