ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 809.8 802.4 -7.4 -0.9% 816.7
High 811.9 811.9 0.0 0.0% 822.3
Low 801.7 799.0 -2.7 -0.3% 803.7
Close 811.9 811.9 0.0 0.0% 811.9
Range 10.2 12.9 2.7 26.5% 18.6
ATR 11.9 11.9 0.1 0.6% 0.0
Volume 5,256 3,979 -1,277 -24.3% 559,304
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 846.3 842.0 819.0
R3 833.5 829.0 815.5
R2 820.5 820.5 814.3
R1 816.3 816.3 813.0 818.3
PP 807.5 807.5 807.5 808.8
S1 803.3 803.3 810.8 805.5
S2 794.8 794.8 809.5
S3 781.8 790.5 808.3
S4 769.0 777.5 804.8
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
5 821.0 799.0 22.0 2.7% 12.0 1.5% 59% False True 65,054
10 841.8 799.0 42.8 5.3% 13.0 1.6% 30% False True 94,577
20 852.1 799.0 53.1 6.5% 12.0 1.5% 24% False True 95,662
40 865.4 799.0 66.4 8.2% 11.5 1.4% 19% False True 93,887
60 865.4 788.0 77.4 9.5% 9.3 1.1% 31% False False 62,628
80 865.4 759.8 105.6 13.0% 7.3 0.9% 49% False False 47,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.8
2.618 845.8
1.618 832.8
1.000 824.8
0.618 819.8
HIGH 812.0
0.618 807.0
0.500 805.5
0.382 804.0
LOW 799.0
0.618 791.0
1.000 786.0
1.618 778.3
2.618 765.3
4.250 744.3
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 809.8 810.8
PP 807.5 809.8
S1 805.5 808.8

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

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