ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 822.8 827.2 4.4 0.5% 821.6
High 828.2 836.8 8.6 1.0% 838.4
Low 820.8 825.1 4.3 0.5% 820.8
Close 826.0 836.0 10.0 1.2% 826.0
Range 7.4 11.7 4.3 58.1% 17.6
ATR 11.1 11.1 0.0 0.4% 0.0
Volume 79,677 103,377 23,700 29.7% 565,927
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 867.8 863.5 842.5
R3 856.0 851.8 839.3
R2 844.3 844.3 838.3
R1 840.3 840.3 837.0 842.3
PP 832.8 832.8 832.8 833.8
S1 828.5 828.5 835.0 830.5
S2 821.0 821.0 833.8
S3 809.3 816.8 832.8
S4 797.5 805.0 829.5
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 881.3 871.3 835.8
R3 863.5 853.5 830.8
R2 846.0 846.0 829.3
R1 836.0 836.0 827.5 841.0
PP 828.5 828.5 828.5 831.0
S1 818.5 818.5 824.5 823.5
S2 810.8 810.8 822.8
S3 793.3 800.8 821.3
S4 775.5 783.3 816.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.4 820.8 17.6 2.1% 10.8 1.3% 86% False False 117,768
10 838.4 813.9 24.5 2.9% 9.8 1.2% 90% False False 107,106
20 838.4 775.1 63.3 7.6% 10.8 1.3% 96% False False 100,069
40 838.4 760.5 77.9 9.3% 12.3 1.5% 97% False False 104,354
60 855.2 760.5 94.7 11.3% 12.3 1.5% 80% False False 105,992
80 865.4 760.5 104.9 12.5% 11.5 1.4% 72% False False 92,034
100 865.4 760.5 104.9 12.5% 9.8 1.2% 72% False False 73,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 886.5
2.618 867.5
1.618 855.8
1.000 848.5
0.618 844.0
HIGH 836.8
0.618 832.3
0.500 831.0
0.382 829.5
LOW 825.0
0.618 817.8
1.000 813.5
1.618 806.3
2.618 794.5
4.250 775.5
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 834.3 833.5
PP 832.8 831.3
S1 831.0 828.8

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

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