ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 820.6 803.5 -17.1 -2.1% 809.8
High 826.7 804.6 -22.1 -2.7% 829.8
Low 798.5 790.0 -8.5 -1.1% 799.0
Close 799.1 791.1 -8.0 -1.0% 809.5
Range 28.2 14.6 -13.6 -48.2% 30.8
ATR 13.5 13.5 0.1 0.6% 0.0
Volume 190,456 141,088 -49,368 -25.9% 359,675
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 839.0 829.8 799.3
R3 824.5 815.0 795.0
R2 809.8 809.8 793.8
R1 800.5 800.5 792.5 797.8
PP 795.3 795.3 795.3 794.0
S1 785.8 785.8 789.8 783.3
S2 780.8 780.8 788.5
S3 766.0 771.3 787.0
S4 751.5 756.8 783.0
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
5 829.8 790.0 39.8 5.0% 16.8 2.1% 3% False True 123,383
10 829.8 790.0 39.8 5.0% 14.8 1.9% 3% False True 98,137
20 841.8 790.0 51.8 6.5% 13.5 1.7% 2% False True 102,632
40 865.4 790.0 75.4 9.5% 12.3 1.6% 1% False True 110,609
60 865.4 790.0 75.4 9.5% 10.8 1.4% 1% False True 76,818
80 865.4 759.8 105.6 13.3% 8.5 1.1% 30% False False 57,641
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 False
Bull Hook False
Stretch 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.8
2.618 842.8
1.618 828.3
1.000 819.3
0.618 813.5
HIGH 804.5
0.618 799.0
0.500 797.3
0.382 795.5
LOW 790.0
0.618 781.0
1.000 775.5
1.618 766.5
2.618 751.8
4.250 728.0
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 797.3 808.3
PP 795.3 802.5
S1 793.3 796.8

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

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