ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 828.8 811.5 -17.3 -2.1% 822.8
High 828.8 811.5 -17.3 -2.1% 837.4
Low 828.8 811.5 -17.3 -2.1% 811.5
Close 828.8 811.1 -17.7 -2.1% 811.1
Range
ATR
Volume 0 2 2 27
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 811.3 811.3 811.0
R3 811.3 811.3 811.0
R2 811.3 811.3 811.0
R1 811.3 811.3 811.0 811.3
PP 811.3 811.3 811.3 811.5
S1 811.3 811.3 811.0 811.3
S2 811.3 811.3 811.0
S3 811.3 811.3 811.0
S4 811.3 811.3 811.0
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 897.8 880.3 825.3
R3 871.8 854.5 818.3
R2 846.0 846.0 815.8
R1 828.5 828.5 813.5 824.3
PP 820.0 820.0 820.0 818.0
S1 802.5 802.5 808.8 798.3
S2 794.0 794.0 806.3
S3 768.3 776.8 804.0
S4 742.3 750.8 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.4 811.5 25.9 3.2% 0.0 0.0% -2% False True 5
10 837.4 811.5 25.9 3.2% 0.5 0.0% -2% False True 38
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 0.0
Fibonacci Retracements and Extensions
4.250 811.5
2.618 811.5
1.618 811.5
1.000 811.5
0.618 811.5
HIGH 811.5
0.618 811.5
0.500 811.5
0.382 811.5
LOW 811.5
0.618 811.5
1.000 811.5
1.618 811.5
2.618 811.5
4.250 811.5
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 811.5 824.5
PP 811.3 820.0
S1 811.3 815.5

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

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