ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 837.2 836.2 -1.0 -0.1% 850.3
High 841.8 843.2 1.4 0.2% 855.2
Low 831.1 831.4 0.3 0.0% 827.9
Close 835.6 841.5 5.9 0.7% 834.4
Range 10.7 11.8 1.1 10.3% 27.3
ATR 10.6 10.7 0.1 0.8% 0.0
Volume 113,663 116,704 3,041 2.7% 626,028
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 874.0 869.5 848.0
R3 862.3 857.8 844.8
R2 850.5 850.5 843.8
R1 846.0 846.0 842.5 848.3
PP 838.8 838.8 838.8 839.8
S1 834.3 834.3 840.5 836.5
S2 827.0 827.0 839.3
S3 815.0 822.5 838.3
S4 803.3 810.5 835.0
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
5 845.3 830.5 14.8 1.8% 11.5 1.4% 74% False False 112,820
10 857.1 827.9 29.2 3.5% 11.8 1.4% 47% False False 118,562
20 865.4 827.9 37.5 4.5% 10.8 1.3% 36% False False 103,523
40 865.4 788.0 77.4 9.2% 8.3 1.0% 69% False False 51,870
60 865.4 759.8 105.6 12.5% 6.0 0.7% 77% False False 34,637
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 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 893.3
2.618 874.0
1.618 862.3
1.000 855.0
0.618 850.5
HIGH 843.3
0.618 838.8
0.500 837.3
0.382 836.0
LOW 831.5
0.618 824.0
1.000 819.5
1.618 812.3
2.618 800.5
4.250 781.3
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 840.0 840.0
PP 838.8 838.5
S1 837.3 837.3

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

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