ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 833.3 816.7 -16.6 -2.0% 821.1
High 834.2 821.7 -12.5 -1.5% 841.8
Low 814.1 811.3 -2.8 -0.3% 814.1
Close 814.7 820.0 5.3 0.7% 814.7
Range 20.1 10.4 -9.7 -48.3% 27.7
ATR 11.4 11.3 -0.1 -0.6% 0.0
Volume 164,381 100,863 -63,518 -38.6% 541,244
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 848.8 844.8 825.8
R3 838.5 834.5 822.8
R2 828.0 828.0 822.0
R1 824.0 824.0 821.0 826.0
PP 817.8 817.8 817.8 818.8
S1 813.8 813.8 819.0 815.8
S2 807.3 807.3 818.0
S3 796.8 803.3 817.3
S4 786.5 792.8 814.3
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
5 841.8 811.3 30.5 3.7% 12.0 1.5% 29% False True 111,826
10 841.8 811.3 30.5 3.7% 11.8 1.4% 29% False True 104,447
20 855.2 811.3 43.9 5.4% 12.0 1.5% 20% False True 108,992
40 865.4 799.2 66.2 8.1% 10.8 1.3% 31% False False 82,234
60 865.4 766.0 99.4 12.1% 8.3 1.0% 54% False False 54,834
80 865.4 759.8 105.6 12.9% 6.3 0.8% 57% False False 41,168
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 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.0
2.618 849.0
1.618 838.5
1.000 832.0
0.618 828.3
HIGH 821.8
0.618 817.8
0.500 816.5
0.382 815.3
LOW 811.3
0.618 804.8
1.000 801.0
1.618 794.5
2.618 784.0
4.250 767.0
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 818.8 826.5
PP 817.8 824.3
S1 816.5 822.3

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

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