ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 822.5 829.0 6.5 0.8% 840.1
High 834.0 830.8 -3.2 -0.4% 840.2
Low 821.7 818.5 -3.2 -0.4% 818.5
Close 827.2 819.5 -7.7 -0.9% 819.5
Range 12.3 12.3 0.0 0.0% 21.7
ATR 10.8 10.9 0.1 1.0% 0.0
Volume 83,840 91,438 7,598 9.1% 470,024
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 859.8 852.0 826.3
R3 847.5 839.8 823.0
R2 835.3 835.3 821.8
R1 827.3 827.3 820.8 825.3
PP 823.0 823.0 823.0 821.8
S1 815.0 815.0 818.3 812.8
S2 810.8 810.8 817.3
S3 798.3 802.8 816.0
S4 786.0 790.5 812.8
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 891.3 877.0 831.5
R3 869.5 855.3 825.5
R2 847.8 847.8 823.5
R1 833.8 833.8 821.5 829.8
PP 826.0 826.0 826.0 824.3
S1 812.0 812.0 817.5 808.3
S2 804.3 804.3 815.5
S3 782.8 790.3 813.5
S4 761.0 768.5 807.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.2 818.5 21.7 2.6% 10.8 1.3% 5% False True 94,004
10 852.1 818.5 33.6 4.1% 11.5 1.4% 3% False True 101,810
20 861.5 818.5 43.0 5.2% 11.0 1.3% 2% False True 114,717
40 865.4 798.0 67.4 8.2% 9.5 1.2% 32% False False 66,197
60 865.4 759.8 105.6 12.9% 7.0 0.9% 57% False False 44,152
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 2.8
Fibonacci Retracements and Extensions
4.250 883.0
2.618 863.0
1.618 850.8
1.000 843.0
0.618 838.5
HIGH 830.8
0.618 826.0
0.500 824.8
0.382 823.3
LOW 818.5
0.618 811.0
1.000 806.3
1.618 798.5
2.618 786.3
4.250 766.3
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 824.8 826.3
PP 823.0 824.0
S1 821.3 821.8

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.