ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 842.4 852.7 10.3 1.2% 836.2
High 857.5 865.4 7.9 0.9% 865.4
Low 837.8 852.7 14.9 1.8% 829.6
Close 852.0 861.5 9.5 1.1% 861.5
Range 19.7 12.7 -7.0 -35.5% 35.8
ATR 9.2 9.5 0.3 3.3% 0.0
Volume 121,342 168,805 47,463 39.1% 349,144
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 898.0 892.5 868.5
R3 885.3 879.8 865.0
R2 872.5 872.5 863.8
R1 867.0 867.0 862.8 869.8
PP 859.8 859.8 859.8 861.3
S1 854.3 854.3 860.3 857.0
S2 847.3 847.3 859.3
S3 834.5 841.8 858.0
S4 821.8 829.0 854.5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 959.5 946.3 881.3
R3 923.8 910.5 871.3
R2 888.0 888.0 868.0
R1 874.8 874.8 864.8 881.3
PP 852.3 852.3 852.3 855.5
S1 839.0 839.0 858.3 845.5
S2 816.3 816.3 855.0
S3 780.5 803.3 851.8
S4 744.8 767.3 841.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.4 829.6 35.8 4.2% 11.8 1.4% 89% True False 69,828
10 865.4 799.2 66.2 7.7% 11.5 1.3% 94% True False 35,268
20 865.4 798.0 67.4 7.8% 8.0 0.9% 94% True False 17,678
40 865.4 759.8 105.6 12.3% 5.0 0.6% 96% True False 8,869
Crabel Price Patterns
NR True
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 919.5
2.618 898.8
1.618 886.0
1.000 878.0
0.618 873.3
HIGH 865.5
0.618 860.5
0.500 859.0
0.382 857.5
LOW 852.8
0.618 844.8
1.000 840.0
1.618 832.3
2.618 819.5
4.250 798.8
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 860.8 857.8
PP 859.8 854.0
S1 859.0 850.0

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

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