ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 808.2 812.6 4.4 0.5% 815.0
High 808.2 812.6 4.4 0.5% 815.0
Low 808.2 812.6 4.4 0.5% 808.0
Close 808.2 812.6 4.4 0.5% 808.2
Range
ATR 4.5 4.5 0.0 -0.2% 0.0
Volume 1 1 0 0.0% 205
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 812.5 812.5 812.5
R3 812.5 812.5 812.5
R2 812.5 812.5 812.5
R1 812.5 812.5 812.5 812.5
PP 812.5 812.5 812.5 812.5
S1 812.5 812.5 812.5 812.5
S2 812.5 812.5 812.5
S3 812.5 812.5 812.5
S4 812.5 812.5 812.5
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 831.5 826.8 812.0
R3 824.5 819.8 810.0
R2 817.5 817.5 809.5
R1 812.8 812.8 808.8 811.5
PP 810.5 810.5 810.5 809.8
S1 805.8 805.8 807.5 804.5
S2 803.5 803.5 807.0
S3 796.5 798.8 806.3
S4 789.5 791.8 804.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.6 808.0 4.6 0.6% 0.3 0.0% 100% True False 1
10 828.8 808.0 20.8 2.6% 0.3 0.0% 22% False False 21
20 845.6 808.0 37.6 4.6% 1.0 0.1% 12% False False 33
Crabel Price Patterns
NR False
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 0.0
Fibonacci Retracements and Extensions
4.250 812.5
2.618 812.5
1.618 812.5
1.000 812.5
0.618 812.5
HIGH 812.5
0.618 812.5
0.500 812.5
0.382 812.5
LOW 812.5
0.618 812.5
1.000 812.5
1.618 812.5
2.618 812.5
4.250 812.5
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 812.5 811.8
PP 812.5 811.3
S1 812.5 810.5

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

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