ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 825.6 819.0 -6.6 -0.8% 819.0
High 828.7 824.9 -3.8 -0.5% 834.8
Low 817.6 817.4 -0.2 0.0% 817.4
Close 819.9 822.6 2.7 0.3% 822.6
Range 11.1 7.5 -3.6 -32.4% 17.4
ATR 8.0 8.0 0.0 -0.5% 0.0
Volume 95,595 114,055 18,460 19.3% 246,467
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 844.3 840.8 826.8
R3 836.8 833.3 824.8
R2 829.3 829.3 824.0
R1 825.8 825.8 823.3 827.5
PP 821.8 821.8 821.8 822.5
S1 818.3 818.3 822.0 820.0
S2 814.3 814.3 821.3
S3 806.8 810.8 820.5
S4 799.3 803.3 818.5
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 877.3 867.3 832.3
R3 859.8 849.8 827.5
R2 842.3 842.3 825.8
R1 832.5 832.5 824.3 837.5
PP 825.0 825.0 825.0 827.5
S1 815.0 815.0 821.0 820.0
S2 807.5 807.5 819.5
S3 790.3 797.8 817.8
S4 772.8 780.3 813.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.8 817.4 17.4 2.1% 9.3 1.1% 30% False True 49,293
10 834.8 810.9 23.9 2.9% 9.3 1.1% 49% False False 25,381
20 834.8 777.0 57.8 7.0% 7.0 0.8% 79% False False 12,714
40 834.8 760.1 74.7 9.1% 5.0 0.6% 84% False False 6,363
Crabel Price Patterns
NR True
NR4 True
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 2.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 856.8
2.618 844.5
1.618 837.0
1.000 832.5
0.618 829.5
HIGH 825.0
0.618 822.0
0.500 821.3
0.382 820.3
LOW 817.5
0.618 812.8
1.000 810.0
1.618 805.3
2.618 797.8
4.250 785.5
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 822.0 826.0
PP 821.8 825.0
S1 821.3 823.8

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.