ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 850.3 838.6 -11.7 -1.4% 861.5
High 855.2 840.7 -14.5 -1.7% 861.5
Low 835.4 827.9 -7.5 -0.9% 842.2
Close 837.7 829.2 -8.5 -1.0% 851.8
Range 19.8 12.8 -7.0 -35.4% 19.3
ATR 9.9 10.1 0.2 2.1% 0.0
Volume 169,981 113,722 -56,259 -33.1% 650,222
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 871.0 863.0 836.3
R3 858.3 850.0 832.8
R2 845.5 845.5 831.5
R1 837.3 837.3 830.3 835.0
PP 832.5 832.5 832.5 831.5
S1 824.5 824.5 828.0 822.3
S2 819.8 819.8 826.8
S3 807.0 811.8 825.8
S4 794.3 799.0 822.3
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
5 857.1 827.9 29.2 3.5% 11.5 1.4% 4% False True 124,507
10 865.4 827.9 37.5 4.5% 11.5 1.4% 3% False True 133,046
20 865.4 799.2 66.2 8.0% 10.5 1.3% 45% False False 69,656
40 865.4 766.0 99.4 12.0% 7.0 0.8% 64% False False 34,848
60 865.4 759.8 105.6 12.7% 5.0 0.6% 66% False False 23,288
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 2.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 895.0
2.618 874.3
1.618 861.5
1.000 853.5
0.618 848.5
HIGH 840.8
0.618 835.8
0.500 834.3
0.382 832.8
LOW 828.0
0.618 820.0
1.000 815.0
1.618 807.3
2.618 794.5
4.250 773.5
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 834.3 841.5
PP 832.5 837.5
S1 831.0 833.3

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

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