ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 776.0 790.7 14.7 1.9% 792.7
High 793.0 794.6 1.6 0.2% 796.6
Low 775.1 786.0 10.9 1.4% 760.5
Close 791.3 793.7 2.4 0.3% 774.8
Range 17.9 8.6 -9.3 -52.0% 36.1
ATR 14.0 13.6 -0.4 -2.8% 0.0
Volume 114,712 88,699 -26,013 -22.7% 631,087
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 817.3 814.0 798.5
R3 808.8 805.5 796.0
R2 800.0 800.0 795.3
R1 796.8 796.8 794.5 798.5
PP 791.5 791.5 791.5 792.3
S1 788.3 788.3 793.0 789.8
S2 782.8 782.8 792.0
S3 774.3 779.8 791.3
S4 765.8 771.0 789.0
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 885.5 866.3 794.8
R3 849.5 830.3 784.8
R2 813.5 813.5 781.5
R1 794.0 794.0 778.0 785.8
PP 777.3 777.3 777.3 773.0
S1 758.0 758.0 771.5 749.5
S2 741.3 741.3 768.3
S3 705.0 722.0 764.8
S4 669.0 685.8 755.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.6 760.5 34.1 4.3% 15.5 1.9% 97% True False 130,902
10 826.7 760.5 66.2 8.3% 15.3 1.9% 50% False False 128,779
20 829.8 760.5 69.3 8.7% 14.0 1.8% 48% False False 106,647
40 852.1 760.5 91.6 11.5% 13.0 1.6% 36% False False 107,130
60 865.4 760.5 104.9 13.2% 12.0 1.5% 32% False False 92,745
80 865.4 760.5 104.9 13.2% 9.8 1.2% 32% False False 69,567
100 865.4 759.8 105.6 13.3% 8.0 1.0% 32% False False 55,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 831.3
2.618 817.0
1.618 808.5
1.000 803.3
0.618 800.0
HIGH 794.5
0.618 791.3
0.500 790.3
0.382 789.3
LOW 786.0
0.618 780.8
1.000 777.5
1.618 772.0
2.618 763.5
4.250 749.5
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 792.5 788.3
PP 791.5 783.0
S1 790.3 777.5

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

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