ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 813.7 809.8 -3.9 -0.5% 816.7
High 818.6 811.9 -6.7 -0.8% 822.3
Low 804.0 801.7 -2.3 -0.3% 803.7
Close 811.9 811.9 0.0 0.0% 811.9
Range 14.6 10.2 -4.4 -30.1% 18.6
ATR 12.0 11.9 -0.1 -1.1% 0.0
Volume 120,720 5,256 -115,464 -95.6% 559,304
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 839.0 835.8 817.5
R3 829.0 825.5 814.8
R2 818.8 818.8 813.8
R1 815.3 815.3 812.8 817.0
PP 808.5 808.5 808.5 809.3
S1 805.0 805.0 811.0 806.8
S2 798.3 798.3 810.0
S3 788.0 795.0 809.0
S4 778.0 784.8 806.3
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 868.5 858.8 822.3
R3 849.8 840.3 817.0
R2 831.3 831.3 815.3
R1 821.5 821.5 813.5 817.0
PP 812.8 812.8 812.8 810.5
S1 803.0 803.0 810.3 798.5
S2 794.0 794.0 808.5
S3 775.5 784.3 806.8
S4 756.8 765.8 801.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 822.3 801.7 20.6 2.5% 13.3 1.6% 50% False True 92,739
10 841.8 801.7 40.1 4.9% 12.5 1.6% 25% False True 102,283
20 852.1 801.7 50.4 6.2% 12.0 1.5% 20% False True 99,797
40 865.4 801.7 63.7 7.8% 11.5 1.4% 16% False True 93,817
60 865.4 785.0 80.4 9.9% 9.3 1.1% 33% False False 62,562
80 865.4 759.8 105.6 13.0% 7.3 0.9% 49% False False 46,964
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 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855.3
2.618 838.5
1.618 828.5
1.000 822.0
0.618 818.3
HIGH 812.0
0.618 808.0
0.500 806.8
0.382 805.5
LOW 801.8
0.618 795.5
1.000 791.5
1.618 785.3
2.618 775.0
4.250 758.3
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 810.3 811.8
PP 808.5 811.5
S1 806.8 811.3

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

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