ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 839.8 833.3 -6.5 -0.8% 821.1
High 841.6 834.2 -7.4 -0.9% 841.8
Low 831.6 814.1 -17.5 -2.1% 814.1
Close 832.6 814.7 -17.9 -2.1% 814.7
Range 10.0 20.1 10.1 101.0% 27.7
ATR 10.7 11.4 0.7 6.2% 0.0
Volume 119,583 164,381 44,798 37.5% 541,244
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 881.3 868.0 825.8
R3 861.3 848.0 820.3
R2 841.0 841.0 818.5
R1 828.0 828.0 816.5 824.5
PP 821.0 821.0 821.0 819.3
S1 807.8 807.8 812.8 804.3
S2 801.0 801.0 811.0
S3 780.8 787.8 809.3
S4 760.8 767.5 803.8
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 906.8 888.3 830.0
R3 879.0 860.8 822.3
R2 851.3 851.3 819.8
R1 833.0 833.0 817.3 828.3
PP 823.5 823.5 823.5 821.3
S1 805.3 805.3 812.3 800.5
S2 795.8 795.8 809.5
S3 768.3 777.5 807.0
S4 740.5 749.8 799.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.8 814.1 27.7 3.4% 12.3 1.5% 2% False True 108,248
10 841.8 814.1 27.7 3.4% 11.5 1.4% 2% False True 101,126
20 855.2 814.1 41.1 5.0% 12.0 1.5% 1% False True 109,268
40 865.4 799.2 66.2 8.1% 10.5 1.3% 23% False False 79,713
60 865.4 766.0 99.4 12.2% 8.0 1.0% 49% False False 53,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 919.5
2.618 886.8
1.618 866.8
1.000 854.3
0.618 846.5
HIGH 834.3
0.618 826.5
0.500 824.3
0.382 821.8
LOW 814.0
0.618 801.8
1.000 794.0
1.618 781.5
2.618 761.5
4.250 728.8
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 824.3 828.0
PP 821.0 823.5
S1 817.8 819.0

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

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