ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 851.5 850.5 -1.0 -0.1% 861.5
High 852.1 857.1 5.0 0.6% 861.5
Low 842.2 850.5 8.3 1.0% 842.2
Close 849.2 851.8 2.6 0.3% 851.8
Range 9.9 6.6 -3.3 -33.3% 19.3
ATR 9.3 9.2 -0.1 -1.1% 0.0
Volume 117,846 114,593 -3,253 -2.8% 650,222
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 873.0 869.0 855.5
R3 866.3 862.3 853.5
R2 859.8 859.8 853.0
R1 855.8 855.8 852.5 857.8
PP 853.3 853.3 853.3 854.0
S1 849.3 849.3 851.3 851.3
S2 846.5 846.5 850.5
S3 840.0 842.5 850.0
S4 833.3 836.0 848.3
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 909.8 900.0 862.5
R3 890.5 880.8 857.0
R2 871.3 871.3 855.3
R1 861.5 861.5 853.5 856.8
PP 851.8 851.8 851.8 849.5
S1 842.3 842.3 850.0 837.3
S2 832.5 832.5 848.3
S3 813.3 822.8 846.5
S4 794.0 803.5 841.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.5 842.2 19.3 2.3% 8.3 1.0% 50% False False 130,044
10 865.4 829.6 35.8 4.2% 10.0 1.2% 62% False False 99,936
20 865.4 799.2 66.2 7.8% 9.0 1.1% 79% False False 50,158
40 865.4 766.0 99.4 11.7% 6.0 0.7% 86% False False 25,096
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 885.3
2.618 874.5
1.618 867.8
1.000 863.8
0.618 861.3
HIGH 857.0
0.618 854.5
0.500 853.8
0.382 853.0
LOW 850.5
0.618 846.5
1.000 844.0
1.618 839.8
2.618 833.3
4.250 822.5
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 853.8 851.0
PP 853.3 850.3
S1 852.5 849.8

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.