ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 821.3 818.3 -3.0 -0.4% 804.9
High 829.1 823.3 -5.8 -0.7% 828.1
Low 817.4 814.5 -2.9 -0.4% 796.2
Close 820.1 820.8 0.7 0.1% 820.7
Range 11.7 8.8 -2.9 -24.8% 31.9
ATR 12.6 12.3 -0.3 -2.1% 0.0
Volume 90,618 98,129 7,511 8.3% 582,168
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 846.0 842.3 825.8
R3 837.3 833.3 823.3
R2 828.3 828.3 822.5
R1 824.5 824.5 821.5 826.5
PP 819.5 819.5 819.5 820.5
S1 815.8 815.8 820.0 817.8
S2 810.8 810.8 819.3
S3 802.0 807.0 818.5
S4 793.3 798.3 816.0
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 910.8 897.5 838.3
R3 878.8 865.8 829.5
R2 847.0 847.0 826.5
R1 833.8 833.8 823.5 840.3
PP 815.0 815.0 815.0 818.3
S1 802.0 802.0 817.8 808.5
S2 783.0 783.0 814.8
S3 751.3 770.0 812.0
S4 719.3 738.0 803.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.1 796.2 32.9 4.0% 12.3 1.5% 75% False False 114,473
10 829.1 786.0 43.1 5.3% 10.8 1.3% 81% False False 91,374
20 829.1 760.5 68.6 8.4% 13.0 1.6% 88% False False 109,673
40 841.8 760.5 81.3 9.9% 12.8 1.6% 74% False False 103,621
60 865.4 760.5 104.9 12.8% 12.3 1.5% 57% False False 106,378
80 865.4 760.5 104.9 12.8% 10.8 1.3% 57% False False 79,880
100 865.4 759.8 105.6 12.9% 8.8 1.1% 58% False False 63,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 860.8
2.618 846.3
1.618 837.5
1.000 832.0
0.618 828.8
HIGH 823.3
0.618 820.0
0.500 819.0
0.382 817.8
LOW 814.5
0.618 809.0
1.000 805.8
1.618 800.3
2.618 791.5
4.250 777.0
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 820.3 821.8
PP 819.5 821.5
S1 819.0 821.3

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.