ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 833.8 839.8 6.0 0.7% 840.1
High 841.8 841.6 -0.2 0.0% 840.2
Low 831.1 831.6 0.5 0.1% 818.5
Close 841.2 832.6 -8.6 -1.0% 819.5
Range 10.7 10.0 -0.7 -6.5% 21.7
ATR 10.8 10.7 -0.1 -0.5% 0.0
Volume 93,274 119,583 26,309 28.2% 470,024
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 865.3 859.0 838.0
R3 855.3 849.0 835.3
R2 845.3 845.3 834.5
R1 839.0 839.0 833.5 837.0
PP 835.3 835.3 835.3 834.3
S1 829.0 829.0 831.8 827.0
S2 825.3 825.3 830.8
S3 815.3 819.0 829.8
S4 805.3 809.0 827.0
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
5 841.8 815.8 26.0 3.1% 10.5 1.3% 65% False False 93,660
10 852.1 815.8 36.3 4.4% 11.0 1.3% 46% False False 94,996
20 857.1 815.8 41.3 5.0% 11.3 1.4% 41% False False 106,779
40 865.4 798.0 67.4 8.1% 10.3 1.2% 51% False False 75,604
60 865.4 766.0 99.4 11.9% 7.8 0.9% 67% False False 50,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.0
2.618 867.8
1.618 857.8
1.000 851.5
0.618 847.8
HIGH 841.5
0.618 837.8
0.500 836.5
0.382 835.5
LOW 831.5
0.618 825.5
1.000 821.5
1.618 815.5
2.618 805.5
4.250 789.0
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 836.5 834.0
PP 835.3 833.5
S1 834.0 833.0

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

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