ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 836.2 842.0 5.8 0.7% 833.2
High 843.2 852.1 8.9 1.1% 852.1
Low 831.4 837.8 6.4 0.8% 830.5
Close 841.5 839.0 -2.5 -0.3% 839.0
Range 11.8 14.3 2.5 21.2% 21.6
ATR 10.7 11.0 0.3 2.4% 0.0
Volume 116,704 103,082 -13,622 -11.7% 548,082
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 885.8 876.8 846.8
R3 871.5 862.5 843.0
R2 857.3 857.3 841.5
R1 848.3 848.3 840.3 845.5
PP 843.0 843.0 843.0 841.8
S1 833.8 833.8 837.8 831.3
S2 828.8 828.8 836.5
S3 814.3 819.5 835.0
S4 800.0 805.3 831.3
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 905.3 893.8 851.0
R3 883.8 872.3 845.0
R2 862.3 862.3 843.0
R1 850.5 850.5 841.0 856.3
PP 840.5 840.5 840.5 843.5
S1 829.0 829.0 837.0 834.8
S2 819.0 819.0 835.0
S3 797.3 807.3 833.0
S4 775.8 785.8 827.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.1 830.5 21.6 2.6% 12.3 1.5% 39% True False 109,616
10 855.2 827.9 27.3 3.3% 12.5 1.5% 41% False False 117,411
20 865.4 827.9 37.5 4.5% 11.3 1.3% 30% False False 108,673
40 865.4 788.0 77.4 9.2% 8.8 1.0% 66% False False 54,447
60 865.4 759.8 105.6 12.6% 6.0 0.7% 75% False False 36,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 913.0
2.618 889.5
1.618 875.3
1.000 866.5
0.618 861.0
HIGH 852.0
0.618 846.8
0.500 845.0
0.382 843.3
LOW 837.8
0.618 829.0
1.000 823.5
1.618 814.8
2.618 800.3
4.250 777.0
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 845.0 841.5
PP 843.0 840.8
S1 841.0 839.8

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

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