ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 809.0 808.0 -1.0 -0.1% 815.0
High 810.0 808.0 -2.0 -0.2% 815.0
Low 809.0 808.0 -1.0 -0.1% 808.0
Close 812.0 808.2 -3.8 -0.5% 808.2
Range 1.0 0.0 -1.0 -100.0% 7.0
ATR 5.4 5.3 -0.1 -1.8% 0.0
Volume 2 2 0 0.0% 205
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 808.0 808.3 808.3
R3 808.0 808.3 808.3
R2 808.0 808.0 808.3
R1 808.3 808.3 808.3 808.0
PP 808.0 808.0 808.0 808.0
S1 808.3 808.3 808.3 808.0
S2 808.0 808.0 808.3
S3 808.0 808.3 808.3
S4 808.0 808.3 808.3
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 831.5 826.8 812.0
R3 824.5 819.8 810.0
R2 817.5 817.5 809.5
R1 812.8 812.8 808.8 811.5
PP 810.5 810.5 810.5 809.8
S1 805.8 805.8 807.5 804.5
S2 803.5 803.5 807.0
S3 796.5 798.8 806.3
S4 789.5 791.8 804.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.0 808.0 7.0 0.9% 0.5 0.1% 3% False True 41
10 837.4 808.0 29.4 3.6% 0.3 0.0% 1% False True 23
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 808.0
2.618 808.0
1.618 808.0
1.000 808.0
0.618 808.0
HIGH 808.0
0.618 808.0
0.500 808.0
0.382 808.0
LOW 808.0
0.618 808.0
1.000 808.0
1.618 808.0
2.618 808.0
4.250 808.0
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 808.3 809.0
PP 808.0 808.8
S1 808.0 808.5

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

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