ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 833.2 837.4 4.2 0.5% 850.3
High 845.3 843.0 -2.3 -0.3% 855.2
Low 830.5 833.2 2.7 0.3% 827.9
Close 837.4 837.6 0.2 0.0% 834.4
Range 14.8 9.8 -5.0 -33.8% 27.3
ATR 10.7 10.6 -0.1 -0.6% 0.0
Volume 127,968 86,665 -41,303 -32.3% 626,028
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 867.3 862.3 843.0
R3 857.5 852.5 840.3
R2 847.8 847.8 839.5
R1 842.8 842.8 838.5 845.3
PP 838.0 838.0 838.0 839.3
S1 832.8 832.8 836.8 835.5
S2 828.3 828.3 835.8
S3 818.3 823.0 835.0
S4 808.5 813.3 832.3
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
5 845.3 827.9 17.4 2.1% 12.0 1.4% 56% False False 112,857
10 857.1 827.9 29.2 3.5% 11.3 1.3% 33% False False 118,060
20 865.4 814.3 51.1 6.1% 10.8 1.3% 46% False False 92,112
40 865.4 788.0 77.4 9.2% 7.8 0.9% 64% False False 46,112
60 865.4 759.8 105.6 12.6% 5.8 0.7% 74% False False 30,797
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 884.8
2.618 868.8
1.618 858.8
1.000 852.8
0.618 849.0
HIGH 843.0
0.618 839.3
0.500 838.0
0.382 837.0
LOW 833.3
0.618 827.3
1.000 823.5
1.618 817.3
2.618 807.5
4.250 791.5
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 838.0 838.0
PP 838.0 837.8
S1 837.8 837.8

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

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