ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 802.4 808.7 6.3 0.8% 816.7
High 811.9 816.3 4.4 0.5% 822.3
Low 799.0 807.4 8.4 1.1% 803.7
Close 811.9 816.3 4.4 0.5% 811.9
Range 12.9 8.9 -4.0 -31.0% 18.6
ATR 11.9 11.7 -0.2 -1.8% 0.0
Volume 3,979 93,528 89,549 2,250.5% 559,304
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 840.0 837.0 821.3
R3 831.3 828.3 818.8
R2 822.3 822.3 818.0
R1 819.3 819.3 817.0 820.8
PP 813.3 813.3 813.3 814.0
S1 810.3 810.3 815.5 811.8
S2 804.5 804.5 814.8
S3 795.5 801.5 813.8
S4 786.8 792.5 811.5
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% 79% False False 65,572
10 841.6 799.0 42.6 5.2% 12.8 1.6% 41% False False 94,603
20 852.1 799.0 53.1 6.5% 12.0 1.5% 33% False False 94,656
40 865.4 799.0 66.4 8.1% 11.5 1.4% 26% False False 96,213
60 865.4 788.0 77.4 9.5% 9.3 1.1% 37% False False 64,187
80 865.4 759.8 105.6 12.9% 7.3 0.9% 54% False False 48,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 854.0
2.618 839.5
1.618 830.8
1.000 825.3
0.618 821.8
HIGH 816.3
0.618 813.0
0.500 811.8
0.382 810.8
LOW 807.5
0.618 802.0
1.000 798.5
1.618 793.0
2.618 784.0
4.250 769.5
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 814.8 813.5
PP 813.3 810.5
S1 811.8 807.8

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

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