ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 848.4 845.5 -2.9 -0.3% 821.6
High 852.9 857.0 4.1 0.5% 838.4
Low 845.1 845.5 0.4 0.0% 820.8
Close 848.6 855.5 6.9 0.8% 826.0
Range 7.8 11.5 3.7 47.4% 17.6
ATR 11.1 11.1 0.0 0.3% 0.0
Volume 52,820 37,941 -14,879 -28.2% 565,927
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 887.3 882.8 861.8
R3 875.8 871.3 858.8
R2 864.3 864.3 857.5
R1 859.8 859.8 856.5 862.0
PP 852.8 852.8 852.8 853.8
S1 848.3 848.3 854.5 850.5
S2 841.3 841.3 853.5
S3 829.8 836.8 852.3
S4 818.3 825.3 849.3
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
5 857.0 820.8 36.2 4.2% 10.5 1.2% 96% True False 73,474
10 857.0 818.1 38.9 4.5% 10.0 1.2% 96% True False 94,710
20 857.0 794.4 62.6 7.3% 10.5 1.2% 98% True False 98,991
40 857.0 760.5 96.5 11.3% 12.3 1.4% 98% True False 100,607
60 857.0 760.5 96.5 11.3% 12.0 1.4% 98% True False 102,563
80 865.4 760.5 104.9 12.3% 11.8 1.4% 91% False False 94,336
100 865.4 760.5 104.9 12.3% 10.0 1.2% 91% False False 75,477
120 865.4 759.8 105.6 12.3% 8.5 1.0% 91% False False 62,925
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.0
2.618 887.0
1.618 875.5
1.000 868.5
0.618 864.0
HIGH 857.0
0.618 852.5
0.500 851.3
0.382 850.0
LOW 845.5
0.618 838.5
1.000 834.0
1.618 827.0
2.618 815.5
4.250 796.5
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 854.0 852.3
PP 852.8 849.0
S1 851.3 846.0

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

View Archives - Comment on this page... - Back to Index of Symbols