ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 796.9 804.9 8.0 1.0% 776.0
High 807.4 809.3 1.9 0.2% 807.4
Low 794.4 800.6 6.2 0.8% 775.1
Close 806.5 808.3 1.8 0.2% 806.5
Range 13.0 8.7 -4.3 -33.1% 32.3
ATR 13.2 12.9 -0.3 -2.4% 0.0
Volume 51,660 88,449 36,789 71.2% 257,539
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 832.3 829.0 813.0
R3 823.5 820.3 810.8
R2 814.8 814.8 810.0
R1 811.5 811.5 809.0 813.3
PP 806.0 806.0 806.0 807.0
S1 802.8 802.8 807.5 804.5
S2 797.3 797.3 806.8
S3 788.8 794.3 806.0
S4 780.0 785.5 803.5
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 893.3 882.3 824.3
R3 861.0 849.8 815.5
R2 828.8 828.8 812.5
R1 817.5 817.5 809.5 823.0
PP 796.3 796.3 796.3 799.0
S1 785.3 785.3 803.5 790.8
S2 764.0 764.0 800.5
S3 731.8 753.0 797.5
S4 699.5 720.8 788.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.3 775.1 34.2 4.2% 11.5 1.4% 97% True False 69,197
10 809.3 760.5 48.8 6.0% 12.5 1.5% 98% True False 97,707
20 829.8 760.5 69.3 8.6% 13.5 1.7% 69% False False 97,974
40 852.1 760.5 91.6 11.3% 12.8 1.6% 52% False False 101,953
60 865.4 760.5 104.9 13.0% 12.3 1.5% 46% False False 95,117
80 865.4 760.5 104.9 13.0% 10.0 1.3% 46% False False 71,350
100 865.4 759.8 105.6 13.1% 8.3 1.0% 46% False False 57,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 846.3
2.618 832.0
1.618 823.5
1.000 818.0
0.618 814.8
HIGH 809.3
0.618 806.0
0.500 805.0
0.382 804.0
LOW 800.5
0.618 795.3
1.000 792.0
1.618 786.5
2.618 777.8
4.250 763.5
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 807.3 805.0
PP 806.0 802.0
S1 805.0 798.8

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

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