ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 829.0 821.1 -7.9 -1.0% 840.1
High 830.8 827.4 -3.4 -0.4% 840.2
Low 818.5 815.8 -2.7 -0.3% 818.5
Close 819.5 826.7 7.2 0.9% 819.5
Range 12.3 11.6 -0.7 -5.7% 21.7
ATR 10.9 11.0 0.0 0.4% 0.0
Volume 91,438 82,974 -8,464 -9.3% 470,024
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 858.0 854.0 833.0
R3 846.5 842.5 830.0
R2 835.0 835.0 828.8
R1 830.8 830.8 827.8 832.8
PP 823.3 823.3 823.3 824.3
S1 819.3 819.3 825.8 821.3
S2 811.8 811.8 824.5
S3 800.0 807.5 823.5
S4 788.5 796.0 820.3
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 891.3 877.0 831.5
R3 869.5 855.3 825.5
R2 847.8 847.8 823.5
R1 833.8 833.8 821.5 829.8
PP 826.0 826.0 826.0 824.3
S1 812.0 812.0 817.5 808.3
S2 804.3 804.3 815.5
S3 782.8 790.3 813.5
S4 761.0 768.5 807.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.5 815.8 23.7 2.9% 11.8 1.4% 46% False True 97,067
10 852.1 815.8 36.3 4.4% 11.3 1.4% 30% False True 97,311
20 857.1 815.8 41.3 5.0% 11.0 1.3% 26% False True 110,034
40 865.4 798.0 67.4 8.2% 9.8 1.2% 43% False False 68,272
60 865.4 759.8 105.6 12.8% 7.3 0.9% 63% False False 45,518
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.8
2.618 857.8
1.618 846.3
1.000 839.0
0.618 834.5
HIGH 827.5
0.618 823.0
0.500 821.5
0.382 820.3
LOW 815.8
0.618 808.8
1.000 804.3
1.618 797.0
2.618 785.5
4.250 766.5
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 825.0 826.0
PP 823.3 825.5
S1 821.5 825.0

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

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