ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 790.7 794.3 3.6 0.5% 792.7
High 794.6 797.0 2.4 0.3% 796.6
Low 786.0 788.2 2.2 0.3% 760.5
Close 793.7 796.1 2.4 0.3% 774.8
Range 8.6 8.8 0.2 2.3% 36.1
ATR 13.6 13.3 -0.3 -2.5% 0.0
Volume 88,699 2,468 -86,231 -97.2% 631,087
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 820.3 817.0 801.0
R3 811.3 808.3 798.5
R2 802.5 802.5 797.8
R1 799.3 799.3 797.0 801.0
PP 793.8 793.8 793.8 794.5
S1 790.5 790.5 795.3 792.3
S2 785.0 785.0 794.5
S3 776.3 781.8 793.8
S4 767.3 773.0 791.3
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
5 797.0 760.5 36.5 4.6% 12.5 1.6% 98% True False 102,570
10 804.6 760.5 44.1 5.5% 13.3 1.7% 81% False False 109,980
20 829.8 760.5 69.3 8.7% 13.8 1.7% 51% False False 102,223
40 852.1 760.5 91.6 11.5% 13.0 1.6% 39% False False 104,349
60 865.4 760.5 104.9 13.2% 12.0 1.5% 34% False False 92,784
80 865.4 760.5 104.9 13.2% 10.0 1.2% 34% False False 69,598
100 865.4 759.8 105.6 13.3% 8.3 1.0% 34% False False 55,712
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 834.5
2.618 820.0
1.618 811.3
1.000 805.8
0.618 802.5
HIGH 797.0
0.618 793.8
0.500 792.5
0.382 791.5
LOW 788.3
0.618 782.8
1.000 779.5
1.618 774.0
2.618 765.3
4.250 750.8
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 795.0 792.8
PP 793.8 789.5
S1 792.5 786.0

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

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