ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 812.2 825.0 12.8 1.6% 809.8
High 827.0 829.8 2.8 0.3% 829.8
Low 810.5 809.1 -1.4 -0.2% 799.0
Close 825.8 809.5 -16.3 -2.0% 809.5
Range 16.5 20.7 4.2 25.5% 30.8
ATR 12.1 12.7 0.6 5.1% 0.0
Volume 140,978 115,934 -25,044 -17.8% 359,675
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 878.3 864.5 821.0
R3 857.5 843.8 815.3
R2 836.8 836.8 813.3
R1 823.3 823.3 811.5 819.8
PP 816.3 816.3 816.3 814.5
S1 802.5 802.5 807.5 799.0
S2 795.5 795.5 805.8
S3 774.8 781.8 803.8
S4 754.0 761.0 798.0
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 905.3 888.3 826.5
R3 874.3 857.3 818.0
R2 843.5 843.5 815.3
R1 826.5 826.5 812.3 819.8
PP 812.8 812.8 812.8 809.3
S1 795.8 795.8 806.8 788.8
S2 782.0 782.0 803.8
S3 751.3 765.0 801.0
S4 720.3 734.3 792.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.8 799.0 30.8 3.8% 13.8 1.7% 34% True False 71,935
10 829.8 799.0 30.8 3.8% 13.5 1.7% 34% True False 91,897
20 841.8 799.0 42.8 5.3% 12.5 1.5% 25% False False 96,512
40 865.4 799.0 66.4 8.2% 12.0 1.5% 16% False False 102,593
60 865.4 788.0 77.4 9.6% 10.0 1.2% 28% False False 68,469
80 865.4 759.8 105.6 13.0% 7.8 1.0% 47% False False 51,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 917.8
2.618 884.0
1.618 863.3
1.000 850.5
0.618 842.5
HIGH 829.8
0.618 822.0
0.500 819.5
0.382 817.0
LOW 809.0
0.618 796.3
1.000 788.5
1.618 775.5
2.618 755.0
4.250 721.0
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 819.5 818.5
PP 816.3 815.5
S1 812.8 812.5

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.