ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 823.4 822.5 -0.9 -0.1% 833.2
High 827.9 834.0 6.1 0.7% 852.1
Low 821.1 821.7 0.6 0.1% 830.5
Close 823.6 827.2 3.6 0.4% 839.0
Range 6.8 12.3 5.5 80.9% 21.6
ATR 10.7 10.8 0.1 1.1% 0.0
Volume 95,171 83,840 -11,331 -11.9% 548,082
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 864.5 858.3 834.0
R3 852.3 845.8 830.5
R2 840.0 840.0 829.5
R1 833.5 833.5 828.3 836.8
PP 827.8 827.8 827.8 829.3
S1 821.3 821.3 826.0 824.5
S2 815.3 815.3 825.0
S3 803.0 809.0 823.8
S4 790.8 796.8 820.5
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
5 852.1 821.1 31.0 3.7% 11.3 1.3% 20% False False 96,333
10 852.1 821.1 31.0 3.7% 11.3 1.4% 20% False False 104,577
20 865.4 821.1 44.3 5.4% 11.0 1.3% 14% False False 118,586
40 865.4 798.0 67.4 8.1% 9.3 1.1% 43% False False 63,912
60 865.4 759.8 105.6 12.8% 6.8 0.8% 64% False False 42,644
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 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886.3
2.618 866.3
1.618 854.0
1.000 846.3
0.618 841.5
HIGH 834.0
0.618 829.3
0.500 827.8
0.382 826.5
LOW 821.8
0.618 814.0
1.000 809.5
1.618 801.8
2.618 789.5
4.250 769.5
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 827.8 830.3
PP 827.8 829.3
S1 827.5 828.3

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

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