ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 837.0 842.4 5.4 0.6% 807.7
High 842.9 857.5 14.6 1.7% 839.4
Low 834.8 837.8 3.0 0.4% 801.8
Close 842.4 852.0 9.6 1.1% 838.8
Range 8.1 19.7 11.6 143.2% 37.6
ATR 8.4 9.2 0.8 9.6% 0.0
Volume 44,607 121,342 76,735 172.0% 3,397
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 908.3 899.8 862.8
R3 888.5 880.0 857.5
R2 868.8 868.8 855.5
R1 860.5 860.5 853.8 864.5
PP 849.0 849.0 849.0 851.3
S1 840.8 840.8 850.3 845.0
S2 829.5 829.5 848.5
S3 809.8 821.0 846.5
S4 790.0 801.3 841.3
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 939.5 926.8 859.5
R3 901.8 889.3 849.3
R2 864.3 864.3 845.8
R1 851.5 851.5 842.3 858.0
PP 826.8 826.8 826.8 829.8
S1 814.0 814.0 835.3 820.3
S2 789.0 789.0 832.0
S3 751.5 776.3 828.5
S4 713.8 738.8 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.5 829.6 27.9 3.3% 10.3 1.2% 80% True False 36,084
10 857.5 799.2 58.3 6.8% 10.8 1.3% 91% True False 18,398
20 857.5 798.0 59.5 7.0% 7.8 0.9% 91% True False 9,238
40 857.5 759.8 97.7 11.5% 4.8 0.5% 94% True False 4,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 941.3
2.618 909.0
1.618 889.3
1.000 877.3
0.618 869.8
HIGH 857.5
0.618 850.0
0.500 847.8
0.382 845.3
LOW 837.8
0.618 825.8
1.000 818.0
1.618 806.0
2.618 786.3
4.250 754.0
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 850.5 849.3
PP 849.0 846.3
S1 847.8 843.5

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

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