ICE Russell 2000 Mini Future June 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 820.7 842.6 21.9 2.7% 837.9
High 820.7 842.6 21.9 2.7% 837.9
Low 820.7 842.6 21.9 2.7% 820.7
Close 820.7 842.6 21.9 2.7% 820.7
Range
ATR
Volume 15 15 0 0.0% 43
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 842.5 842.5 842.5
R3 842.5 842.5 842.5
R2 842.5 842.5 842.5
R1 842.5 842.5 842.5 842.5
PP 842.5 842.5 842.5 842.5
S1 842.5 842.5 842.5 842.5
S2 842.5 842.5 842.5
S3 842.5 842.5 842.5
S4 842.5 842.5 842.5
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 877.8 866.5 830.3
R3 860.8 849.3 825.5
R2 843.5 843.5 823.8
R1 832.3 832.3 822.3 829.3
PP 826.5 826.5 826.5 825.0
S1 815.0 815.0 819.3 812.0
S2 809.3 809.3 817.5
S3 792.0 797.8 816.0
S4 775.0 780.8 811.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 842.6 820.7 21.9 2.6% 0.0 0.0% 100% True False 11
10 849.0 820.7 28.3 3.4% 0.0 0.0% 77% False False 6
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
4.250 842.5
2.618 842.5
1.618 842.5
1.000 842.5
0.618 842.5
HIGH 842.5
0.618 842.5
0.500 842.5
0.382 842.5
LOW 842.5
0.618 842.5
1.000 842.5
1.618 842.5
2.618 842.5
4.250 842.5
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 842.5 839.0
PP 842.5 835.3
S1 842.5 831.8

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

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