ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 816.2 820.6 4.4 0.5% 809.8
High 825.6 826.7 1.1 0.1% 829.8
Low 815.7 798.5 -17.2 -2.1% 799.0
Close 823.3 799.1 -24.2 -2.9% 809.5
Range 9.9 28.2 18.3 184.8% 30.8
ATR 12.3 13.5 1.1 9.2% 0.0
Volume 80,630 190,456 109,826 136.2% 359,675
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 892.8 874.0 814.5
R3 864.5 846.0 806.8
R2 836.3 836.3 804.3
R1 817.8 817.8 801.8 813.0
PP 808.0 808.0 808.0 805.8
S1 789.5 789.5 796.5 784.8
S2 780.0 780.0 794.0
S3 751.8 761.3 791.3
S4 723.5 733.0 783.5
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
5 829.8 798.5 31.3 3.9% 17.0 2.1% 2% False True 123,361
10 829.8 798.5 31.3 3.9% 14.5 1.8% 2% False True 94,466
20 841.8 798.5 43.3 5.4% 13.5 1.7% 1% False True 99,769
40 865.4 798.5 66.9 8.4% 12.5 1.6% 1% False True 110,115
60 865.4 795.4 70.0 8.8% 10.5 1.3% 5% False False 74,467
80 865.4 759.8 105.6 13.2% 8.3 1.0% 37% False False 55,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 946.5
2.618 900.5
1.618 872.3
1.000 855.0
0.618 844.3
HIGH 826.8
0.618 816.0
0.500 812.5
0.382 809.3
LOW 798.5
0.618 781.0
1.000 770.3
1.618 752.8
2.618 724.8
4.250 678.8
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 812.5 812.5
PP 808.0 808.0
S1 803.5 803.5

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

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