ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 830.9 842.0 11.1 1.3% 850.3
High 843.1 842.1 -1.0 -0.1% 855.2
Low 830.1 832.1 2.0 0.2% 827.9
Close 840.6 834.4 -6.2 -0.7% 834.4
Range 13.0 10.0 -3.0 -23.1% 27.3
ATR 10.4 10.4 0.0 -0.3% 0.0
Volume 116,829 119,103 2,274 1.9% 626,028
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 866.3 860.3 840.0
R3 856.3 850.3 837.3
R2 846.3 846.3 836.3
R1 840.3 840.3 835.3 838.3
PP 836.3 836.3 836.3 835.3
S1 830.3 830.3 833.5 828.3
S2 826.3 826.3 832.5
S3 816.3 820.3 831.8
S4 806.3 810.3 829.0
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 921.0 905.0 849.5
R3 893.8 877.8 842.0
R2 866.5 866.5 839.5
R1 850.5 850.5 837.0 844.8
PP 839.3 839.3 839.3 836.3
S1 823.3 823.3 832.0 817.5
S2 811.8 811.8 829.5
S3 784.5 795.8 827.0
S4 757.3 768.5 819.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 855.2 827.9 27.3 3.3% 12.8 1.5% 24% False False 125,205
10 861.5 827.9 33.6 4.0% 10.5 1.3% 19% False False 127,625
20 865.4 799.2 66.2 7.9% 11.0 1.3% 53% False False 81,446
40 865.4 782.6 82.8 9.9% 7.5 0.9% 63% False False 40,746
60 865.4 759.8 105.6 12.7% 5.5 0.6% 71% False False 27,220
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 884.5
2.618 868.3
1.618 858.3
1.000 852.0
0.618 848.3
HIGH 842.0
0.618 838.3
0.500 837.0
0.382 836.0
LOW 832.0
0.618 826.0
1.000 822.0
1.618 816.0
2.618 806.0
4.250 789.5
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 837.0 835.5
PP 836.3 835.3
S1 835.3 834.8

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

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