ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 838.6 830.9 -7.7 -0.9% 861.5
High 840.7 843.1 2.4 0.3% 861.5
Low 827.9 830.1 2.2 0.3% 842.2
Close 829.2 840.6 11.4 1.4% 851.8
Range 12.8 13.0 0.2 1.6% 19.3
ATR 10.1 10.4 0.3 2.7% 0.0
Volume 113,722 116,829 3,107 2.7% 650,222
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 877.0 871.8 847.8
R3 864.0 858.8 844.3
R2 851.0 851.0 843.0
R1 845.8 845.8 841.8 848.3
PP 838.0 838.0 838.0 839.3
S1 832.8 832.8 839.5 835.3
S2 825.0 825.0 838.3
S3 812.0 819.8 837.0
S4 799.0 806.8 833.5
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
5 857.1 827.9 29.2 3.5% 12.3 1.4% 43% False False 124,303
10 865.4 827.9 37.5 4.5% 10.8 1.3% 34% False False 132,595
20 865.4 799.2 66.2 7.9% 10.8 1.3% 63% False False 75,497
40 865.4 766.0 99.4 11.8% 7.3 0.9% 75% False False 37,769
60 865.4 759.8 105.6 12.6% 5.3 0.6% 77% False False 25,235
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 1.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 898.3
2.618 877.3
1.618 864.3
1.000 856.0
0.618 851.3
HIGH 843.0
0.618 838.3
0.500 836.5
0.382 835.0
LOW 830.0
0.618 822.0
1.000 817.0
1.618 809.0
2.618 796.0
4.250 774.8
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 839.3 841.5
PP 838.0 841.3
S1 836.5 841.0

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.