ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 808.7 812.2 3.5 0.4% 816.7
High 816.3 827.0 10.7 1.3% 822.3
Low 807.4 810.5 3.1 0.4% 803.7
Close 816.3 825.8 9.5 1.2% 811.9
Range 8.9 16.5 7.6 85.4% 18.6
ATR 11.7 12.1 0.3 2.9% 0.0
Volume 93,528 140,978 47,450 50.7% 559,304
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 870.5 864.8 835.0
R3 854.0 848.3 830.3
R2 837.5 837.5 828.8
R1 831.8 831.8 827.3 834.8
PP 821.0 821.0 821.0 822.5
S1 815.3 815.3 824.3 818.3
S2 804.5 804.5 822.8
S3 788.0 798.8 821.3
S4 771.5 782.3 816.8
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 868.5 858.8 822.3
R3 849.8 840.3 817.0
R2 831.3 831.3 815.3
R1 821.5 821.5 813.5 817.0
PP 812.8 812.8 812.8 810.5
S1 803.0 803.0 810.3 798.5
S2 794.0 794.0 808.5
S3 775.5 784.3 806.8
S4 756.8 765.8 801.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.0 799.0 28.0 3.4% 12.5 1.5% 96% True False 72,892
10 834.2 799.0 35.2 4.3% 13.5 1.6% 76% False False 96,742
20 852.1 799.0 53.1 6.4% 12.3 1.5% 50% False False 95,869
40 865.4 799.0 66.4 8.0% 11.5 1.4% 40% False False 99,696
60 865.4 788.0 77.4 9.4% 9.5 1.2% 49% False False 66,537
80 865.4 759.8 105.6 12.8% 7.5 0.9% 63% False False 49,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 897.0
2.618 870.3
1.618 853.8
1.000 843.5
0.618 837.3
HIGH 827.0
0.618 820.8
0.500 818.8
0.382 816.8
LOW 810.5
0.618 800.3
1.000 794.0
1.618 783.8
2.618 767.3
4.250 740.5
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 823.5 821.5
PP 821.0 817.3
S1 818.8 813.0

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.