ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 852.7 861.5 8.8 1.0% 836.2
High 865.4 861.5 -3.9 -0.5% 865.4
Low 852.7 851.5 -1.2 -0.1% 829.6
Close 861.5 855.7 -5.8 -0.7% 861.5
Range 12.7 10.0 -2.7 -21.3% 35.8
ATR 9.5 9.5 0.0 0.4% 0.0
Volume 168,805 176,650 7,845 4.6% 349,144
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 886.3 881.0 861.3
R3 876.3 871.0 858.5
R2 866.3 866.3 857.5
R1 861.0 861.0 856.5 858.5
PP 856.3 856.3 856.3 855.0
S1 851.0 851.0 854.8 848.5
S2 846.3 846.3 853.8
S3 836.3 841.0 853.0
S4 826.3 831.0 850.3
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 959.5 946.3 881.3
R3 923.8 910.5 871.3
R2 888.0 888.0 868.0
R1 874.8 874.8 864.8 881.3
PP 852.3 852.3 852.3 855.5
S1 839.0 839.0 858.3 845.5
S2 816.3 816.3 855.0
S3 780.5 803.3 851.8
S4 744.8 767.3 841.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.4 829.6 35.8 4.2% 12.5 1.5% 73% False False 104,497
10 865.4 801.8 63.6 7.4% 11.3 1.3% 85% False False 52,919
20 865.4 798.0 67.4 7.9% 8.5 1.0% 86% False False 26,510
40 865.4 759.8 105.6 12.3% 5.3 0.6% 91% False False 13,260
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 2.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 904.0
2.618 887.8
1.618 877.8
1.000 871.5
0.618 867.8
HIGH 861.5
0.618 857.8
0.500 856.5
0.382 855.3
LOW 851.5
0.618 845.3
1.000 841.5
1.618 835.3
2.618 825.3
4.250 809.0
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 856.5 854.3
PP 856.3 853.0
S1 856.0 851.5

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

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