ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 861.5 855.9 -5.6 -0.7% 836.2
High 861.5 857.1 -4.4 -0.5% 865.4
Low 851.5 849.4 -2.1 -0.2% 829.6
Close 855.7 853.8 -1.9 -0.2% 861.5
Range 10.0 7.7 -2.3 -23.0% 35.8
ATR 9.5 9.4 -0.1 -1.4% 0.0
Volume 176,650 133,631 -43,019 -24.4% 349,144
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 876.5 872.8 858.0
R3 868.8 865.3 856.0
R2 861.3 861.3 855.3
R1 857.5 857.5 854.5 855.5
PP 853.5 853.5 853.5 852.5
S1 849.8 849.8 853.0 847.8
S2 845.8 845.8 852.5
S3 838.0 842.0 851.8
S4 830.3 834.3 849.5
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
5 865.4 834.8 30.6 3.6% 11.8 1.4% 62% False False 129,007
10 865.4 814.3 51.1 6.0% 10.3 1.2% 77% False False 66,165
20 865.4 798.0 67.4 7.9% 8.8 1.0% 83% False False 33,190
40 865.4 759.8 105.6 12.4% 5.5 0.6% 89% False False 16,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 889.8
2.618 877.3
1.618 869.5
1.000 864.8
0.618 861.8
HIGH 857.0
0.618 854.3
0.500 853.3
0.382 852.3
LOW 849.5
0.618 844.8
1.000 841.8
1.618 837.0
2.618 829.3
4.250 816.8
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 853.5 857.5
PP 853.5 856.3
S1 853.3 855.0

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

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