ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 822.2 814.6 -7.6 -0.9% 821.1
High 822.3 818.5 -3.8 -0.5% 841.8
Low 803.7 808.6 4.9 0.6% 814.1
Close 813.7 812.8 -0.9 -0.1% 814.7
Range 18.6 9.9 -8.7 -46.8% 27.7
ATR 11.9 11.7 -0.1 -1.2% 0.0
Volume 142,403 90,939 -51,464 -36.1% 541,244
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 843.0 837.8 818.3
R3 833.0 828.0 815.5
R2 823.3 823.3 814.5
R1 818.0 818.0 813.8 815.8
PP 813.3 813.3 813.3 812.0
S1 808.0 808.0 812.0 805.8
S2 803.5 803.5 811.0
S3 793.5 798.3 810.0
S4 783.5 788.3 807.3
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
5 841.6 803.7 37.9 4.7% 13.8 1.7% 24% False False 123,633
10 841.8 803.7 38.1 4.7% 12.5 1.5% 24% False False 105,072
20 852.1 803.7 48.4 6.0% 12.0 1.5% 19% False False 106,474
40 865.4 799.2 66.2 8.1% 11.3 1.4% 21% False False 88,065
60 865.4 766.0 99.4 12.2% 8.5 1.1% 47% False False 58,723
80 865.4 759.8 105.6 13.0% 6.8 0.8% 50% False False 44,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 860.5
2.618 844.5
1.618 834.5
1.000 828.5
0.618 824.5
HIGH 818.5
0.618 814.8
0.500 813.5
0.382 812.5
LOW 808.5
0.618 802.5
1.000 798.8
1.618 792.5
2.618 782.8
4.250 766.5
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 813.5 813.0
PP 813.3 813.0
S1 813.0 812.8

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

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