ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 850.3 850.3 0.0 0.0% 861.5
High 854.0 855.2 1.2 0.1% 861.5
Low 845.4 835.4 -10.0 -1.2% 842.2
Close 849.8 837.7 -12.1 -1.4% 851.8
Range 8.6 19.8 11.2 130.2% 19.3
ATR 9.1 9.9 0.8 8.3% 0.0
Volume 106,393 169,981 63,588 59.8% 650,222
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 902.3 889.8 848.5
R3 882.3 870.0 843.3
R2 862.5 862.5 841.3
R1 850.3 850.3 839.5 846.5
PP 842.8 842.8 842.8 841.0
S1 830.3 830.3 836.0 826.8
S2 823.0 823.0 834.0
S3 803.3 810.5 832.3
S4 783.3 790.8 826.8
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 909.8 900.0 862.5
R3 890.5 880.8 857.0
R2 871.3 871.3 855.3
R1 861.5 861.5 853.5 856.8
PP 851.8 851.8 851.8 849.5
S1 842.3 842.3 850.0 837.3
S2 832.5 832.5 848.3
S3 813.3 822.8 846.5
S4 794.0 803.5 841.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.1 835.4 21.7 2.6% 10.5 1.2% 11% False True 123,263
10 865.4 834.8 30.6 3.7% 11.0 1.3% 9% False False 126,135
20 865.4 799.2 66.2 7.9% 10.3 1.2% 58% False False 63,974
40 865.4 766.0 99.4 11.9% 6.5 0.8% 72% False False 32,005
60 865.4 759.8 105.6 12.6% 4.8 0.6% 74% False False 21,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 939.3
2.618 907.0
1.618 887.3
1.000 875.0
0.618 867.5
HIGH 855.3
0.618 847.8
0.500 845.3
0.382 843.0
LOW 835.5
0.618 823.3
1.000 815.5
1.618 803.3
2.618 783.5
4.250 751.3
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 845.3 846.3
PP 842.8 843.5
S1 840.3 840.5

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

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