ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 809.0 816.2 7.2 0.9% 809.8
High 818.1 825.6 7.5 0.9% 829.8
Low 807.9 815.7 7.8 1.0% 799.0
Close 816.6 823.3 6.7 0.8% 809.5
Range 10.2 9.9 -0.3 -2.9% 30.8
ATR 12.5 12.3 -0.2 -1.5% 0.0
Volume 88,807 80,630 -8,177 -9.2% 359,675
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 851.3 847.3 828.8
R3 841.3 837.3 826.0
R2 831.5 831.5 825.0
R1 827.3 827.3 824.3 829.5
PP 821.5 821.5 821.5 822.5
S1 817.5 817.5 822.5 819.5
S2 811.8 811.8 821.5
S3 801.8 807.5 820.5
S4 791.8 797.8 817.8
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
5 829.8 807.4 22.4 2.7% 13.3 1.6% 71% False False 103,975
10 829.8 799.0 30.8 3.7% 12.8 1.5% 79% False False 84,515
20 841.8 799.0 42.8 5.2% 12.5 1.5% 57% False False 95,005
40 865.4 799.0 66.4 8.1% 12.0 1.5% 37% False False 106,469
60 865.4 789.8 75.6 9.2% 10.0 1.2% 44% False False 71,293
80 865.4 759.8 105.6 12.8% 8.0 1.0% 60% False False 53,509
Crabel Price Patterns
NR True
NR4 True
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 2.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 867.8
2.618 851.5
1.618 841.5
1.000 835.5
0.618 831.8
HIGH 825.5
0.618 821.8
0.500 820.8
0.382 819.5
LOW 815.8
0.618 809.5
1.000 805.8
1.618 799.8
2.618 789.8
4.250 773.5
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 822.5 821.8
PP 821.5 820.3
S1 820.8 818.8

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

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