ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 814.6 813.0 -1.6 -0.2% 821.1
High 818.5 821.0 2.5 0.3% 841.8
Low 808.6 808.1 -0.5 -0.1% 814.1
Close 812.8 815.7 2.9 0.4% 814.7
Range 9.9 12.9 3.0 30.3% 27.7
ATR 11.7 11.8 0.1 0.7% 0.0
Volume 90,939 104,379 13,440 14.8% 541,244
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 853.8 847.5 822.8
R3 840.8 834.8 819.3
R2 827.8 827.8 818.0
R1 821.8 821.8 817.0 824.8
PP 815.0 815.0 815.0 816.5
S1 808.8 808.8 814.5 812.0
S2 802.0 802.0 813.3
S3 789.3 796.0 812.3
S4 776.3 783.0 808.5
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
5 834.2 803.7 30.5 3.7% 14.5 1.8% 39% False False 120,593
10 841.8 803.7 38.1 4.7% 12.5 1.5% 31% False False 107,126
20 852.1 803.7 48.4 5.9% 12.0 1.5% 25% False False 105,851
40 865.4 799.2 66.2 8.1% 11.3 1.4% 25% False False 90,674
60 865.4 766.0 99.4 12.2% 8.8 1.1% 50% False False 60,463
80 865.4 759.8 105.6 12.9% 7.0 0.8% 53% False False 45,389
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 875.8
2.618 854.8
1.618 841.8
1.000 834.0
0.618 829.0
HIGH 821.0
0.618 816.0
0.500 814.5
0.382 813.0
LOW 808.0
0.618 800.3
1.000 795.3
1.618 787.3
2.618 774.3
4.250 753.3
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 815.3 814.8
PP 815.0 814.0
S1 814.5 813.0

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

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