ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 821.1 828.0 6.9 0.8% 840.1
High 827.4 834.7 7.3 0.9% 840.2
Low 815.8 826.2 10.4 1.3% 818.5
Close 826.7 832.8 6.1 0.7% 819.5
Range 11.6 8.5 -3.1 -26.7% 21.7
ATR 11.0 10.8 -0.2 -1.6% 0.0
Volume 82,974 81,032 -1,942 -2.3% 470,024
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 856.8 853.3 837.5
R3 848.3 844.8 835.3
R2 839.8 839.8 834.3
R1 836.3 836.3 833.5 838.0
PP 831.3 831.3 831.3 832.0
S1 827.8 827.8 832.0 829.5
S2 822.8 822.8 831.3
S3 814.3 819.3 830.5
S4 805.8 810.8 828.0
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
5 834.7 815.8 18.9 2.3% 10.3 1.2% 90% True False 86,891
10 852.1 815.8 36.3 4.4% 11.0 1.3% 47% False False 96,747
20 857.1 815.8 41.3 5.0% 11.3 1.3% 41% False False 107,404
40 865.4 798.0 67.4 8.1% 10.0 1.2% 52% False False 70,297
60 865.4 759.8 105.6 12.7% 7.3 0.9% 69% False False 46,869
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 870.8
2.618 857.0
1.618 848.5
1.000 843.3
0.618 840.0
HIGH 834.8
0.618 831.5
0.500 830.5
0.382 829.5
LOW 826.3
0.618 821.0
1.000 817.8
1.618 812.5
2.618 804.0
4.250 790.0
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 832.0 830.3
PP 831.3 827.8
S1 830.5 825.3

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.