ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 836.2 830.7 -5.5 -0.7% 807.7
High 840.0 841.4 1.4 0.2% 839.4
Low 833.2 829.6 -3.6 -0.4% 801.8
Close 833.2 835.4 2.2 0.3% 838.8
Range 6.8 11.8 5.0 73.5% 37.6
ATR 8.2 8.4 0.3 3.2% 0.0
Volume 3,309 11,081 7,772 234.9% 3,397
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 870.8 865.0 842.0
R3 859.0 853.3 838.8
R2 847.3 847.3 837.5
R1 841.3 841.3 836.5 844.3
PP 835.5 835.5 835.5 837.0
S1 829.5 829.5 834.3 832.5
S2 823.8 823.8 833.3
S3 811.8 817.8 832.3
S4 800.0 806.0 829.0
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 939.5 926.8 859.5
R3 901.8 889.3 849.3
R2 864.3 864.3 845.8
R1 851.5 851.5 842.3 858.0
PP 826.8 826.8 826.8 829.8
S1 814.0 814.0 835.3 820.3
S2 789.0 789.0 832.0
S3 751.5 776.3 828.5
S4 713.8 738.8 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.4 814.3 27.1 3.2% 8.8 1.1% 78% True False 3,324
10 841.4 799.2 42.2 5.1% 9.3 1.1% 86% True False 1,814
20 841.4 789.8 51.6 6.2% 6.5 0.8% 88% True False 940
40 841.4 759.8 81.6 9.8% 4.0 0.5% 93% True False 550
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 1.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 891.5
2.618 872.3
1.618 860.5
1.000 853.3
0.618 848.8
HIGH 841.5
0.618 837.0
0.500 835.5
0.382 834.0
LOW 829.5
0.618 822.3
1.000 817.8
1.618 810.5
2.618 798.8
4.250 779.5
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 835.5 835.5
PP 835.5 835.5
S1 835.5 835.5

Download as Excel Spreadsheet

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

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