ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 759.8 762.9 3.1 0.4% 790.4
High 759.8 762.9 3.1 0.4% 797.8
Low 759.8 762.9 3.1 0.4% 784.7
Close 759.8 762.9 3.1 0.4% 784.7
Range
ATR 6.8 6.5 -0.3 -3.9% 0.0
Volume 0 150 150 3,000
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 763.0 763.0 763.0
R3 763.0 763.0 763.0
R2 763.0 763.0 763.0
R1 763.0 763.0 763.0 763.0
PP 763.0 763.0 763.0 763.0
S1 763.0 763.0 763.0 763.0
S2 763.0 763.0 763.0
S3 763.0 763.0 763.0
S4 763.0 763.0 763.0
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 828.3 819.8 792.0
R3 815.3 806.5 788.3
R2 802.3 802.3 787.0
R1 793.5 793.5 786.0 791.3
PP 789.0 789.0 789.0 788.0
S1 780.3 780.3 783.5 778.3
S2 776.0 776.0 782.3
S3 762.8 767.3 781.0
S4 749.8 754.3 777.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.7 759.8 34.9 4.6% 0.0 0.0% 9% False False 430
10 797.8 759.8 38.0 5.0% 0.3 0.0% 8% False False 335
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
4.250 763.0
2.618 763.0
1.618 763.0
1.000 763.0
0.618 763.0
HIGH 763.0
0.618 763.0
0.500 763.0
0.382 763.0
LOW 763.0
0.618 763.0
1.000 763.0
1.618 763.0
2.618 763.0
4.250 763.0
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 763.0 765.8
PP 763.0 764.8
S1 763.0 763.8

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

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