ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 840.1 837.0 -3.1 -0.4% 833.2
High 840.2 839.5 -0.7 -0.1% 852.1
Low 833.5 823.8 -9.7 -1.2% 830.5
Close 836.0 825.3 -10.7 -1.3% 839.0
Range 6.7 15.7 9.0 134.3% 21.6
ATR 10.7 11.0 0.4 3.4% 0.0
Volume 67,660 131,915 64,255 95.0% 548,082
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 876.8 866.8 834.0
R3 861.0 851.0 829.5
R2 845.3 845.3 828.3
R1 835.3 835.3 826.8 832.5
PP 829.5 829.5 829.5 828.0
S1 819.5 819.5 823.8 816.8
S2 813.8 813.8 822.5
S3 798.3 803.8 821.0
S4 782.5 788.3 816.8
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 905.3 893.8 851.0
R3 883.8 872.3 845.0
R2 862.3 862.3 843.0
R1 850.5 850.5 841.0 856.3
PP 840.5 840.5 840.5 843.5
S1 829.0 829.0 837.0 834.8
S2 819.0 819.0 835.0
S3 797.3 807.3 833.0
S4 775.8 785.8 827.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.1 823.8 28.3 3.4% 11.8 1.4% 5% False True 106,604
10 852.1 823.8 28.3 3.4% 12.0 1.4% 5% False True 109,731
20 865.4 823.8 41.6 5.0% 11.5 1.4% 4% False True 117,933
40 865.4 789.8 75.6 9.2% 9.0 1.1% 47% False False 59,436
60 865.4 759.8 105.6 12.8% 6.5 0.8% 62% False False 39,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 906.3
2.618 880.5
1.618 865.0
1.000 855.3
0.618 849.3
HIGH 839.5
0.618 833.5
0.500 831.8
0.382 829.8
LOW 823.8
0.618 814.0
1.000 808.0
1.618 798.5
2.618 782.8
4.250 757.0
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 831.8 838.0
PP 829.5 833.8
S1 827.5 829.5

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.