ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 816.7 822.2 5.5 0.7% 821.1
High 821.7 822.3 0.6 0.1% 841.8
Low 811.3 803.7 -7.6 -0.9% 814.1
Close 820.0 813.7 -6.3 -0.8% 814.7
Range 10.4 18.6 8.2 78.8% 27.7
ATR 11.3 11.9 0.5 4.6% 0.0
Volume 100,863 142,403 41,540 41.2% 541,244
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 869.0 860.0 824.0
R3 850.5 841.3 818.8
R2 831.8 831.8 817.0
R1 822.8 822.8 815.5 818.0
PP 813.3 813.3 813.3 810.8
S1 804.3 804.3 812.0 799.5
S2 794.8 794.8 810.3
S3 776.0 785.5 808.5
S4 757.5 767.0 803.5
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
5 841.8 803.7 38.1 4.7% 14.0 1.7% 26% False True 124,100
10 841.8 803.7 38.1 4.7% 12.3 1.5% 26% False True 105,495
20 852.1 803.7 48.4 5.9% 12.0 1.5% 21% False True 107,613
40 865.4 799.2 66.2 8.1% 11.0 1.4% 22% False False 85,794
60 865.4 766.0 99.4 12.2% 8.5 1.0% 48% False False 57,208
80 865.4 759.8 105.6 13.0% 6.5 0.8% 51% False False 42,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.3
2.618 871.0
1.618 852.5
1.000 841.0
0.618 833.8
HIGH 822.3
0.618 815.3
0.500 813.0
0.382 810.8
LOW 803.8
0.618 792.3
1.000 785.0
1.618 773.5
2.618 755.0
4.250 724.8
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 813.5 819.0
PP 813.3 817.3
S1 813.0 815.5

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

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