ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 837.4 837.2 -0.2 0.0% 850.3
High 843.0 841.8 -1.2 -0.1% 855.2
Low 833.2 831.1 -2.1 -0.3% 827.9
Close 837.6 835.6 -2.0 -0.2% 834.4
Range 9.8 10.7 0.9 9.2% 27.3
ATR 10.6 10.6 0.0 0.1% 0.0
Volume 86,665 113,663 26,998 31.2% 626,028
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 868.3 862.8 841.5
R3 857.5 852.0 838.5
R2 846.8 846.8 837.5
R1 841.3 841.3 836.5 838.8
PP 836.3 836.3 836.3 835.0
S1 830.5 830.5 834.5 828.0
S2 825.5 825.5 833.8
S3 814.8 819.8 832.8
S4 804.0 809.3 829.8
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
5 845.3 830.1 15.2 1.8% 11.8 1.4% 36% False False 112,845
10 857.1 827.9 29.2 3.5% 11.5 1.4% 26% False False 118,676
20 865.4 819.9 45.5 5.4% 11.0 1.3% 35% False False 97,771
40 865.4 788.0 77.4 9.3% 8.0 1.0% 61% False False 48,953
60 865.4 759.8 105.6 12.6% 5.8 0.7% 72% False False 32,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.3
2.618 869.8
1.618 859.0
1.000 852.5
0.618 848.5
HIGH 841.8
0.618 837.8
0.500 836.5
0.382 835.3
LOW 831.0
0.618 824.5
1.000 820.5
1.618 813.8
2.618 803.0
4.250 785.5
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 836.5 838.0
PP 836.3 837.3
S1 836.0 836.3

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

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