ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 828.0 837.4 9.4 1.1% 832.2
High 828.0 837.4 9.4 1.1% 837.2
Low 828.0 837.4 9.4 1.1% 819.0
Close 828.8 837.4 8.6 1.0% 815.6
Range
ATR
Volume 1 0 -1 -100.0% 357
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 837.5 837.5 837.5
R3 837.5 837.5 837.5
R2 837.5 837.5 837.5
R1 837.5 837.5 837.5 837.5
PP 837.5 837.5 837.5 837.5
S1 837.5 837.5 837.5 837.5
S2 837.5 837.5 837.5
S3 837.5 837.5 837.5
S4 837.5 837.5 837.5
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 878.5 865.3 825.5
R3 860.3 847.0 820.5
R2 842.3 842.3 819.0
R1 828.8 828.8 817.3 826.5
PP 824.0 824.0 824.0 822.8
S1 810.8 810.8 814.0 808.3
S2 805.8 805.8 812.3
S3 787.5 792.5 810.5
S4 769.3 774.3 805.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.4 822.8 14.6 1.7% 0.0 0.0% 100% True False 49
10 845.6 819.0 26.6 3.2% 1.5 0.2% 69% False False 45
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 0.5
Fibonacci Retracements and Extensions
4.250 837.5
2.618 837.5
1.618 837.5
1.000 837.5
0.618 837.5
HIGH 837.5
0.618 837.5
0.500 837.5
0.382 837.5
LOW 837.5
0.618 837.5
1.000 837.5
1.618 837.5
2.618 837.5
4.250 837.5
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 837.5 835.0
PP 837.5 832.5
S1 837.5 830.0

These figures are updated between 7pm and 10pm EST after a trading day.

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