ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 817.5 815.5 -2.0 -0.2% 803.0
High 823.5 819.5 -4.0 -0.5% 823.5
Low 810.9 813.4 2.5 0.3% 797.0
Close 816.6 817.8 1.2 0.1% 817.2
Range 12.6 6.1 -6.5 -51.6% 26.5
ATR 7.4 7.3 -0.1 -1.3% 0.0
Volume 606 2,032 1,426 235.3% 391
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 835.3 832.5 821.3
R3 829.0 826.5 819.5
R2 823.0 823.0 819.0
R1 820.5 820.5 818.3 821.8
PP 817.0 817.0 817.0 817.5
S1 814.3 814.3 817.3 815.5
S2 810.8 810.8 816.8
S3 804.8 808.3 816.0
S4 798.5 802.0 814.5
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 892.0 881.3 831.8
R3 865.5 854.8 824.5
R2 839.0 839.0 822.0
R1 828.3 828.3 819.8 833.5
PP 812.5 812.5 812.5 815.3
S1 801.8 801.8 814.8 807.0
S2 786.0 786.0 812.3
S3 759.5 775.3 810.0
S4 733.0 748.8 802.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.5 810.9 14.6 1.8% 9.3 1.1% 47% False False 652
10 825.5 788.0 37.5 4.6% 7.3 0.9% 79% False False 351
20 825.5 760.1 65.4 8.0% 6.0 0.7% 88% False False 180
40 837.4 760.1 77.3 9.5% 3.5 0.4% 75% False False 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 845.5
2.618 835.5
1.618 829.3
1.000 825.5
0.618 823.3
HIGH 819.5
0.618 817.3
0.500 816.5
0.382 815.8
LOW 813.5
0.618 809.8
1.000 807.3
1.618 803.5
2.618 797.5
4.250 787.5
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 817.3 817.5
PP 817.0 817.5
S1 816.5 817.3

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.