ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 803.5 791.6 -11.9 -1.5% 809.0
High 804.6 799.3 -5.3 -0.7% 826.7
Low 790.0 784.5 -5.5 -0.7% 784.5
Close 791.1 794.2 3.1 0.4% 794.2
Range 14.6 14.8 0.2 1.4% 42.2
ATR 13.5 13.6 0.1 0.7% 0.0
Volume 141,088 121,754 -19,334 -13.7% 622,735
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 837.0 830.5 802.3
R3 822.3 815.8 798.3
R2 807.5 807.5 797.0
R1 800.8 800.8 795.5 804.3
PP 792.8 792.8 792.8 794.3
S1 786.0 786.0 792.8 789.3
S2 777.8 777.8 791.5
S3 763.0 771.3 790.3
S4 748.3 756.5 786.0
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 928.5 903.5 817.5
R3 886.3 861.3 805.8
R2 844.0 844.0 802.0
R1 819.0 819.0 798.0 810.5
PP 801.8 801.8 801.8 797.5
S1 777.0 777.0 790.3 768.3
S2 759.5 759.5 786.5
S3 717.5 734.8 782.5
S4 675.3 692.5 771.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.7 784.5 42.2 5.3% 15.5 2.0% 23% False True 124,547
10 829.8 784.5 45.3 5.7% 14.8 1.8% 21% False True 98,241
20 841.8 784.5 57.3 7.2% 13.8 1.7% 17% False True 104,147
40 861.5 784.5 77.0 9.7% 12.3 1.6% 13% False True 109,432
60 865.4 784.5 80.9 10.2% 11.0 1.4% 12% False True 78,847
80 865.4 759.8 105.6 13.3% 8.8 1.1% 33% False False 59,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 862.3
2.618 838.0
1.618 823.3
1.000 814.0
0.618 808.5
HIGH 799.3
0.618 793.8
0.500 792.0
0.382 790.3
LOW 784.5
0.618 775.3
1.000 769.8
1.618 760.5
2.618 745.8
4.250 721.5
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 793.5 805.5
PP 792.8 801.8
S1 792.0 798.0

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

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