ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 815.5 816.5 1.0 0.1% 817.5
High 819.5 823.0 3.5 0.4% 825.5
Low 813.4 814.8 1.4 0.2% 810.9
Close 817.8 818.4 0.6 0.1% 818.4
Range 6.1 8.2 2.1 34.4% 14.6
ATR 7.3 7.4 0.1 0.9% 0.0
Volume 2,032 4,233 2,201 108.3% 7,352
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 843.3 839.0 823.0
R3 835.3 830.8 820.8
R2 827.0 827.0 820.0
R1 822.8 822.8 819.3 824.8
PP 818.8 818.8 818.8 819.8
S1 814.5 814.5 817.8 816.5
S2 810.5 810.5 817.0
S3 802.3 806.3 816.3
S4 794.3 798.0 814.0
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 862.0 854.8 826.5
R3 847.5 840.3 822.5
R2 832.8 832.8 821.0
R1 825.8 825.8 819.8 829.3
PP 818.3 818.3 818.3 820.0
S1 811.0 811.0 817.0 814.8
S2 803.8 803.8 815.8
S3 789.0 796.5 814.5
S4 774.5 781.8 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.5 810.9 14.6 1.8% 9.3 1.1% 51% False False 1,470
10 825.5 797.0 28.5 3.5% 8.0 1.0% 75% False False 774
20 825.5 760.1 65.4 8.0% 6.3 0.8% 89% False False 392
40 837.4 760.1 77.3 9.4% 3.8 0.5% 75% False False 202
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 857.8
2.618 844.5
1.618 836.3
1.000 831.3
0.618 828.0
HIGH 823.0
0.618 819.8
0.500 819.0
0.382 818.0
LOW 814.8
0.618 809.8
1.000 806.5
1.618 801.5
2.618 793.3
4.250 780.0
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 819.0 818.0
PP 818.8 817.5
S1 818.5 817.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.