ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 825.0 809.0 -16.0 -1.9% 809.8
High 829.8 818.1 -11.7 -1.4% 829.8
Low 809.1 807.9 -1.2 -0.1% 799.0
Close 809.5 816.6 7.1 0.9% 809.5
Range 20.7 10.2 -10.5 -50.7% 30.8
ATR 12.7 12.5 -0.2 -1.4% 0.0
Volume 115,934 88,807 -27,127 -23.4% 359,675
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 844.8 841.0 822.3
R3 834.5 830.8 819.5
R2 824.5 824.5 818.5
R1 820.5 820.5 817.5 822.5
PP 814.3 814.3 814.3 815.3
S1 810.3 810.3 815.8 812.3
S2 804.0 804.0 814.8
S3 793.8 800.0 813.8
S4 783.5 790.0 811.0
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 905.3 888.3 826.5
R3 874.3 857.3 818.0
R2 843.5 843.5 815.3
R1 826.5 826.5 812.3 819.8
PP 812.8 812.8 812.8 809.3
S1 795.8 795.8 806.8 788.8
S2 782.0 782.0 803.8
S3 751.3 765.0 801.0
S4 720.3 734.3 792.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.8 799.0 30.8 3.8% 13.8 1.7% 57% False False 88,645
10 829.8 799.0 30.8 3.8% 13.5 1.7% 57% False False 90,692
20 841.8 799.0 42.8 5.2% 12.8 1.6% 41% False False 97,569
40 865.4 799.0 66.4 8.1% 12.0 1.5% 27% False False 104,730
60 865.4 788.0 77.4 9.5% 10.0 1.2% 37% False False 69,949
80 865.4 759.8 105.6 12.9% 7.8 1.0% 54% False False 52,502
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 True
Bull Hook False
Stretch 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861.5
2.618 844.8
1.618 834.5
1.000 828.3
0.618 824.5
HIGH 818.0
0.618 814.3
0.500 813.0
0.382 811.8
LOW 808.0
0.618 801.5
1.000 797.8
1.618 791.5
2.618 781.3
4.250 764.5
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 815.5 818.8
PP 814.3 818.0
S1 813.0 817.3

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

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