ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 809.6 809.0 -0.6 -0.1% 822.8
High 809.6 810.0 0.4 0.0% 837.4
Low 809.6 809.0 -0.6 -0.1% 811.5
Close 809.1 812.0 2.9 0.4% 811.1
Range 0.0 1.0 1.0 25.9
ATR 5.7 5.4 -0.3 -5.9% 0.0
Volume 1 2 1 100.0% 27
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 813.3 813.8 812.5
R3 812.3 812.8 812.3
R2 811.3 811.3 812.3
R1 811.8 811.8 812.0 811.5
PP 810.3 810.3 810.3 810.3
S1 810.8 810.8 812.0 810.5
S2 809.3 809.3 811.8
S3 808.3 809.8 811.8
S4 807.3 808.8 811.5
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 897.8 880.3 825.3
R3 871.8 854.5 818.3
R2 846.0 846.0 815.8
R1 828.5 828.5 813.5 824.3
PP 820.0 820.0 820.0 818.0
S1 802.5 802.5 808.8 798.3
S2 794.0 794.0 806.3
S3 768.3 776.8 804.0
S4 742.3 750.8 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.0 809.0 6.0 0.7% 0.5 0.1% 50% False True 41
10 837.4 809.0 28.4 3.5% 0.3 0.0% 11% False True 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 814.3
2.618 812.5
1.618 811.5
1.000 811.0
0.618 810.5
HIGH 810.0
0.618 809.5
0.500 809.5
0.382 809.5
LOW 809.0
0.618 808.5
1.000 808.0
1.618 807.5
2.618 806.5
4.250 804.8
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 811.3 811.3
PP 810.3 810.8
S1 809.5 810.0

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

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